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Published in:
2009 | OriginalPaper | Chapter
Detection of Outliers from the Lognormal Distribution in Financial Economics
Authors : Yunfei Li, Zongfang Zhou, Hong Chen
Published in: Cutting-Edge Research Topics on Multiple Criteria Decision Making
Publisher: Springer Berlin Heidelberg
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The lognormal distribution is widely applied in many fields such as economics, finance, management. A method for detection of the outliers from the lognormal sample is discussed. The new test statistics based on the superior estimators for the population parameters are given. The test statistics can resist contamination from the outliers, the approximate distribution of the test statistics is proposed in this article.