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Empirical estimation of the power of test in outlier detection problem
Studia Geophysica Et Geodaetica ( IF 0.9 ) Pub Date : 2019-01-23 , DOI: 10.1007/s11200-018-1144-9
Bahattin Erdogan , Serif Hekimoglu , Utkan Mustafa Durdag , Taylan Ocalan

Classical outlier detection test methods such as Baarda test and Pope test are generally preferred in geodetic problems. They depend on the Least Square Estimation (LSE) and LSE is very sensitive to the variations of the model. The capacity of the LSE changes depending on the different significance level, different type of outlier, the number of outlier, magnitude of outlier, number of observations and the number of unknowns. In statistics, the power of test is the probability of rejecting the null hypothesis when the null hypothesis is false. It is a theoretical assumption and depends on the significance level α (Type I error) and β (Type II error). The different types of the outliers, such as random or non-random, affect the results of the test methods; but the power of test is the same for all different types of the outliers. In this study, empirical estimation of the power of test is presented as Mean Success Rate (MSR). The theoretical power of test and empirical MSR have been estimated for univariate model and linear model by using Baarda test; according to the obtained results, MSR can be used as empirical value of the power of test and capacity of the test models. Also, MSR reflects more realistic results than the theoretical power of test.

中文翻译:

异常检测问题中测试能力的经验估计

在大地测量问题中,通常首选经典的离群值检测测试方法,例如Baarda测试和Pope测试。它们取决于最小二乘估计(LSE),并且LSE对模型的变化非常敏感。LSE的容量取决于不同的显着性水平,不同的离群值类型,离群值数量,离群值的大小,观察值的数量和未知数的数量。在统计中,检验的功效是当无效假设为假时拒绝无效假设的概率。这是一个理论假设,并取决于显着性水平α(I类错误)和β(II类错误)。异常值的不同类型(例如随机或非随机)会影响测试方法的结果;但是测试的功效对于所有不同类型的异常值都是相同的。在这个研究中,测试能力的经验估计以平均成功率(MSR)表示。使用Baarda检验估计了单变量模型和线性模型的理论测试能力和经验MSR。根据获得的结果,MSR可以用作检验功效和检验模型容量的经验值。同样,MSR反映的结果比测试的理论能力更真实。
更新日期:2019-01-23
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