Research Article
Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations
Table 2
NonSpurious type II error probability (
) parameter for four single extreme outlier discordancy tests.
| | | Discordancy tests | N2 | N8 | N14 | N15 | | | | | | | | | | | |
| 5 | 0 | 0.990003 | 0.0000057 | 0.990026 | 0.0000058 | 0.0023 | 0.990005 | 0.0000057 | 0.0002 | 0.989994 | 0.0000058 | −0.0009 | 5 | ±0.1 | 0.989948 | 0.0000139 | 0.989975 | 0.0000140 | 0.0027 | 0.989950 | 0.0000140 | 0.0002 | 0.989940 | 0.0000144 | −0.0009 | 5 | ±2 | 0.977285 | 0.0000113 | 0.977358 | 0.0000125 | 0.0075 | 0.977290 | 0.0000111 | 0.0005 | 0.977267 | 0.0000116 | −0.0018 | 5 | ±3 | 0.961486 | 0.0000148 | 0.961632 | 0.0000142 | 0.0152 | 0.961497 | 0.0000146 | 0.0012 | 0.961459 | 0.0000146 | −0.0028 | 5 | ±5 | 0.891864 | 0.0000205 | 0.892491 | 0.0000194 | 0.070 | 0.891901 | 0.0000200 | 0.0043 | 0.891823 | 0.0000208 | −0.0046 | 5 | ±6 | 0.834635 | 0.0000222 | 0.835779 | 0.0000231 | 0.137 | 0.834704 | 0.0000226 | 0.0084 | 0.834602 | 0.0000225 | −0.0038 | 5 | ±7 | 0.764660 | 0.0000240 | 0.766559 | 0.0000257 | 0.248 | 0.764766 | 0.0000250 | 0.0139 | 0.764661 | 0.0000237 | 0.0002 | 5 | ±8 | 0.685336 | 0.0000253 | 0.688202 | 0.0000255 | 0.418 | 0.685496 | 0.0000249 | 0.0234 | 0.685401 | 0.0000247 | 0.0095 | 5 | ±10 | 0.514122 | 0.0000280 | 0.519336 | 0.0000282 | 1.01 | 0.514407 | 0.0000292 | 0.056 | 0.514394 | 0.0000287 | 0.053 | 5 | ±12 | 0.351103 | 0.0000258 | 0.358468 | 0.0000275 | 2.10 | 0.351500 | 0.0000257 | 0.113 | 0.351629 | 0.0000258 | 0.150 | 5 | ±15 | 0.165615 | 0.0000194 | 0.174053 | 0.0000215 | 5.1 | 0.166070 | 0.0000196 | 0.275 | 0.166367 | 0.0000196 | 0.45 | 5 | ±18 | 0.062959 | 0.0000126 | 0.069566 | 0.0000148 | 10.5 | 0.063321 | 0.0000127 | 0.58 | 0.063618 | 0.0000134 | 1.05 | 5 | ±20 | 0.029322 | 0.0000082 | 0.033997 | 0.0000089 | 15.9 | 0.029577 | 0.0000084 | 0.87 | 0.029815 | 0.0000081 | 1.68 | 10 | 0 | 0.990008 | 0.0000057 | 0.990041 | 0.0000057 | 0.0034 | 0.990003 | 0.0000054 | −0.0006 | 0.990025 | 0.0000059 | 0.0017 | 10 | ±0.1 | 0.989851 | 0.0000197 | 0.989888 | 0.0000173 | 0.0037 | 0.989844 | 0.0000207 | −0.0006 | 0.989869 | 0.0000195 | 0.0019 | 10 | ±1 | 0.978810 | 0.0000183 | 0.979321 | 0.0000174 | 0.052 | 0.978911 | 0.0000179 | 0.0103 | 0.978879 | 0.0000188 | 0.0070 | 10 | ±2 | 0.949169 | 0.0000168 | 0.951501 | 0.0000163 | 0.246 | 0.949704 | 0.0000165 | 0.056 | 0.949433 | 0.0000175 | 0.0279 | 10 | ±3 | 0.878974 | 0.0000199 | 0.886717 | 0.0000192 | 0.88 | 0.880804 | 0.0000197 | 0.208 | 0.879762 | 0.0000202 | 0.090 | 10 | ±4 | 0.736953 | 0.0000241 | 0.756911 | 0.0000242 | 2.71 | 0.741679 | 0.0000266 | 0.64 | 0.738849 | 0.0000253 | 0.257 | 10 | ±5 | 0.523889 | 0.0000273 | 0.561084 | 0.0000257 | 7.1 | 0.532523 | 0.0000263 | 1.65 | 0.527197 | 0.0000266 | 0.63 | 10 | ±6 | 0.300940 | 0.0000248 | 0.349468 | 0.0000258 | 16.1 | 0.311799 | 0.0000260 | 3.61 | 0.304921 | 0.0000249 | 1.32 | 10 | ±7 | 0.136560 | 0.0000182 | 0.181585 | 0.0000226 | 33.0 | 0.146058 | 0.0000174 | 7.0 | 0.139899 | 0.0000185 | 2.44 | 10 | ±8 | 0.048488 | 0.0000122 | 0.079155 | 0.0000144 | 63 | 0.054422 | 0.0000118 | 12.2 | 0.050495 | 0.0000130 | 4.14 | 10 | ±9 | 0.013431 | 0.0000074 | 0.029234 | 0.0000092 | 118 | 0.016139 | 0.0000075 | 20.2 | 0.014300 | 0.0000074 | 6.5 | 10 | ±10 | 0.002900 | 0.0000031 | 0.009248 | 0.0000056 | 219 | 0.003821 | 0.0000036 | 31.8 | 0.003180 | 0.0000030 | 9.6 | 10 | ±11 | 0.000489 | 0.0000013 | 0.002529 | 0.0000029 | 418 | 0.000726 | 0.0000016 | 49 | 0.000556 | 0.0000014 | 13.8 | 15 | 0 | 0.989998 | 0.000006 | 0.990015 | 0.0000062 | 0.0017 | 0.98998 | 0.0000061 | −0.0018 | 0.989989 | 0.000006 | −0.0010 | 15 | ±0.1 | 0.989768 | 0.0000204 | 0.989811 | 0.0000210 | 0.0044 | 0.989766 | 0.0000209 | −0.0002 | 0.989759 | 0.0000200 | −0.0009 | 15 | ±0.5 | 0.985307 | 0.0000236 | 0.985665 | 0.0000202 | 0.0364 | 0.985507 | 0.0000249 | 0.0204 | 0.985345 | 0.0000240 | 0.0039 | 15 | ±2 | 0.974943 | 0.0000225 | 0.976229 | 0.0000186 | 0.132 | 0.975702 | 0.0000241 | 0.078 | 0.975113 | 0.0000236 | 0.0174 | 15 | ±5 | 0.932551 | 0.0000202 | 0.938851 | 0.0000184 | 0.68 | 0.936096 | 0.0000207 | 0.380 | 0.933417 | 0.0000206 | 0.093 | 15 | ±4 | 0.827672 | 0.0000245 | 0.848433 | 0.0000236 | 2.51 | 0.838586 | 0.0000251 | 1.32 | 0.830350 | 0.0000236 | 0.324 | 15 | ±4.5 | 0.621647 | 0.0000288 | 0.669717 | 0.0000270 | 7.7 | 0.644852 | 0.0000332 | 3.73 | 0.627283 | 0.0000285 | 0.91 | 15 | ±5 | 0.487591 | 0.0000276 | 0.550018 | 0.0000319 | 12.8 | 0.516243 | 0.0000322 | 5.9 | 0.494476 | 0.0000290 | 1.41 | 15 | ±5 | 0.351577 | 0.0000269 | 0.423601 | 0.0000266 | 20.5 | 0.382834 | 0.0000290 | 8.9 | 0.358972 | 0.0000287 | 2.10 | 15 | ±6 | 0.137443 | 0.0000198 | 0.204194 | 0.0000211 | 49 | 0.162735 | 0.0000196 | 18.4 | 0.143150 | 0.0000201 | 4.15 | 15 | ±7 | 0.035757 | 0.0000093 | 0.074779 | 0.0000144 | 109 | 0.048090 | 0.0000112 | 34.5 | 0.038352 | 0.0000098 | 7.3 | 15 | ±8 | 0.006107 | 0.0000043 | 0.021184 | 0.0000094 | 249 | 0.009822 | 0.0000054 | 61 | 0.006819 | 0.0000042 | 11.7 | 15 | ±9 | 0.000682 | 0.0000015 | 0.004748 | 0.0000039 | 600 | 0.001393 | 0.0000019 | 104 | 0.000802 | 0.0000017 | 17.6 | 15 | ±10 | 0.000049 | 0.0000004 | 0.000858 | 0.0000017 | 1640 | 0.000138 | 0.0000007 | 180 | 0.000062 | 0.0000005 | 25.7 | 20 | 0 | 0.990017 | 0.0000057 | 0.990004 | 0.000006 | −0.0014 | 0.990026 | 0.000006 | 0.0009 | 0.990004 | 0.0000059 | −0.0014 | 20 | ±0.1 | 0.989743 | 0.0000259 | 0.989771 | 0.0000248 | 0.0028 | 0.989786 | 0.0000243 | 0.0043 | 0.989734 | 0.0000277 | −0.0009 | 20 | ±0.5 | 0.984600 | 0.0000243 | 0.985127 | 0.0000258 | 0.054 | 0.985093 | 0.0000265 | 0.050 | 0.984682 | 0.0000246 | 0.0083 | 20 | ±1 | 0.972754 | 0.0000237 | 0.974729 | 0.0000256 | 0.203 | 0.974439 | 0.0000213 | 0.173 | 0.973084 | 0.0000225 | 0.0339 | 20 | ±2 | 0.922859 | 0.0000259 | 0.932611 | 0.0000219 | 1.06 | 0.930457 | 0.0000234 | 0.82 | 0.924463 | 0.0000266 | 0.174 | 20 | ±3 | 0.798422 | 0.0000265 | 0.829677 | 0.0000230 | 3.91 | 0.820494 | 0.0000248 | 2.76 | 0.803167 | 0.0000283 | 0.59 | 20 | ±4 | 0.561409 | 0.0000283 | 0.628839 | 0.0000267 | 12.0 | 0.604043 | 0.0000273 | 7.6 | 0.570474 | 0.0000288 | 1.61 | 20 | ±4.5 | 0.415514 | 0.0000280 | 0.498225 | 0.0000261 | 19.9 | 0.464616 | 0.0000262 | 11.8 | 0.425784 | 0.0000285 | 2.47 | 20 | ±5 | 0.276626 | 0.0000244 | 0.365289 | 0.0000265 | 32.1 | 0.325675 | 0.0000297 | 17.7 | 0.286659 | 0.0000245 | 3.63 | 20 | ±6 | 0.085535 | 0.0000163 | 0.152881 | 0.0000198 | 79 | 0.116833 | 0.0000185 | 36.6 | 0.091506 | 0.0000175 | 7.0 | 20 | ±7 | 0.015809 | 0.0000070 | 0.046048 | 0.0000127 | 191 | 0.026842 | 0.0000087 | 70 | 0.017699 | 0.0000079 | 12.0 | 20 | ±8 | 0.001716 | 0.0000021 | 0.010242 | 0.0000053 | 500 | 0.003921 | 0.0000036 | 128 | 0.002041 | 0.0000025 | 18.9 | 20 | ±9 | 0.000109 | 0.0000006 | 0.001733 | 0.0000024 | 1500 | 0.000366 | 0.0000011 | 237 | 0.000139 | 0.0000007 | 28.5 | 20 | ±10 | 0.000004 | 0.0000001 | 0.000229 | 0.0000010 | 5600 | 0.000022 | 0.0000002 | 450 | 0.000006 | 0.0000001 | 41.3 |
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