Generalized Extreme Studentized Deviate (GESD) test to detect outliers


The generalized (extreme Studentized deviate) ESD test (Rosner 1983) is used to detect one or more outliers in a univariate data set that follows an approximately normal distribution.

  • The generalized ESD test can be used to answer the following question: How many outliers does the data set contain?
  • I have released an R implementation of this statistics which can be found on this link https://github.com/raunakms/GESD. Details documentation of theory and arguments of the R-function is also available.

Original Paper Citation:
B. Rosner (1983). Percentage Points for a Generalized ESD Many-Outlier Procedure. Technometrics 25(2), pp. 165-172. http://www.jstor.org/stable/1268549?seq=1

 

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