異常值
在統計學中，異常值（又稱離群值）是指與其他觀測值有顯著差異的數據點[1][2]。異常值可能是由實驗誤差造成；後者有時會從數據集中排除[3]。異常值可能會導致統計分析中出現嚴重問題。
能妥善處理異常值的估計量，稱為「穩健」。例如，中位數是集中趨勢的穩健統計量，但平均數則不然。[4]
參考文獻
[編輯]- ^ Grubbs, F. E. Procedures for detecting outlying observations in samples. Technometrics. February 1969, 11 (1): 1–21. doi:10.1080/00401706.1969.10490657.
An outlying observation, or "outlier," is one that appears to deviate markedly from other members of the sample in which it occurs.
- ^ Maddala, G. S. https://books.google.com/books?id=nBS3AAAAIAAJ&pg=PA89
|chapterurl=缺少標題 (幫助). Introduction to Econometrics 2nd. New York: MacMillan. 1992: 89. ISBN 978-0-02-374545-4.An outlier is an observation that is far removed from the rest of the observations.
- ^ Grubbs 1969 stating "An outlying observation may be merely an extreme manifestation of the random variability inherent in the data. ... On the other hand, an outlying observation may be the result of gross deviation from prescribed experimental procedure or an error in calculating or recording the numerical value."
- ^ Ripley, Brian D. Robust statistics (PDF). 2004. （原始內容 (PDF)存檔於2012-10-21）.
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