Quantifying and Rejecting Outliers: The Grubbs Test
Sometimes, a data set can have a recorded numerical observation that greatly deviates from the rest of the data. Assuming that the data is normally distributed, a statistical method called the Grubbs test can be used to determine whether the observation is truly an outlier. To perform a two-tailed Grubbs test, first, calculate the absolute difference between the outlier and the mean. Then, calculate the ratio between this difference and the standard deviation of the sample. This number is...