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Option-3 median measurement scheme in outlier reduction
M C Yang1, Y Y Namgung, T Kang
1Department of Statistics, University of Florida, Gainesville 32610, USA.
Abstract:
When measurement are subject to rare but large errors, it is better to measure twice instead of once, and, if the two measurements differ too much, to take a third measurement. This is called the option-3 scheme. This paper shows that when the measurement error is the mixture of two normal random variables, use of the median of the three measurements is better than use of the average of the two closest. To reach the maximum sample size benefit, the threshold for taking the third measurement is approximately three times the measurement error standard deviation.
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