Generalized Extreme Studentized Deviate

2 Replies

Generalized Extreme Studentized Deviate

Posted by Siddharth Sanghvi on Feb 14, 2019 12:31 am

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 

Re: Generalized Extreme Studentized Deviate

Posted by Harry Rowe on Feb 14, 2019 7:35 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.
 
Harry Rowe Certified Manager of Quality and Organizational Excellence ASQ Senior Member

Re: Generalized Extreme Studentized Deviate

Posted by Siddharth Sanghvi on Feb 14, 2019 9:52 pm

Thank you Mr. Rowe for the information.