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  • 1.  Generalized Extreme Studentized Deviate

    Posted 02/13/19 11:31 PM
    Hello Members,


    I got to know about the Generalized Extreme Studentized Deviate (ESD) test from the United States Pharmacopoeia, and I learnt that it can be used to detect outliers. I have been looking for the Critical Values to be used in the test for comparing against the normalized data. I found a sheet on the internet containing critical values, but it contains only 15 values. My question is: Is the ESD test meant for use on limited data? Or can you please direct me to any source for the complete set of critical values?


    Regards,

    Siddharth Sanghvi 


  • 2.  RE: Generalized Extreme Studentized Deviate

    Posted 02/14/19 06:36 AM
    Siddharth Sanghvi‍,


    While I am personally not familiar with this test, I was able to find the following:


    The NIST Engineering Statistics Handbook provides this description:
    https://www.itl.nist.gov/div898/handbook/eda/section3/eda35h3.htm


    The GESD test has been implemented in R (freely downloadable open source statistical software) in at least two packages;

    - as gesdTest in the PMCMRplus package
    https://rdrr.io/cran/PMCMRplus/man/gesdTest.html

    - and as rosnerTest in the EnvStats package
    https://www.rdocumentation.org/packages/EnvStats/versions/2.3.1/topics/rosnerTest


    I hope this is useful.

     


  • 3.  RE: Generalized Extreme Studentized Deviate

    Posted 02/14/19 08:52 PM
    Thank you Mr. Rowe for the information.