CritK {MGBT}

Compute Critical Value of Grubbs–Beck statistic (eta) Given Probability

Description

Compute critical value for the Grubbs–Beck statistic (eta = GB_r(p)) given a probability (p-value), which is the “pseudo-studentized” magnitude of rth smallest observation. The CritK function is the same as the GB_r(p) quantile function. In distribution notation, this is equivalent to saying GB_r(F) for nonexceedance probability F \in (0,1), and cumulative distribution function F(GB_r) is the value that comes from RthOrderPValueOrthoT.

Usage

CritK(n, r, p)

Arguments

n

The number of observations;

r

The number of truncated observations; and

p

The probability value (p-value).

Value

The critical value of the Grubbs–Beck statistic (eta = GB_r(p)).

Author(s)

W.H. Asquith consulting T.A. Cohn sources

Source

LowOutliers_jfe(R).txt, LowOutliers_wha(R).txt, not P3_089(R).txt—Named: CritK

References

Cohn, T.A., 2013–2016, Personal communication of original R source code: U.S. Geological Survey, Reston, Va.

See Also

critK10

Examples

CritK(58, 2, .001) # CPU heavy: -3.561143