Skip to main content

A Likelihood Ratio Test for Inlier Detection

  • Conference paper
  • First Online:
Stochastic Models, Statistics and Their Applications (SMSA 2019)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 294))

Included in the following conference series:

  • 1144 Accesses

Abstract

Inliers are values hidden in the interior of a sample, which seem to be generated by a different mechanism than the rest of the sample. In the univariate case, it is not unlikely that a single value is extremely close to the mean. Still, a number of values very close to the mean might be suspicious. We look for inlier-contaminated samples because they could hint to data fraud or structural defects. We suppose a method to identify normally distributed inliers in an otherwise normally distributed sample using a likelihood ratio test. The method outperforms a simple Shapiro–Wilk Test on normality.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Chen, H., Chen, J.: The likelihood ratio test for homogeneity in finite mixture models. Can. J. Stat. 29(2), 201–215 (2001)

    Article  MathSciNet  Google Scholar 

  2. Chen, J., Li, P.: Hypothesis test for normal mixture models: the EM approach. Ann. Stat. 37(5A), 2523–2542 (2009)

    Article  MathSciNet  Google Scholar 

  3. Crainiceanu, C.M., Ruppert, D.: Likelihood ratio tests in linear mixed models with one variance component. J. R. Stat. Soc. Ser. B (Stat. Methodol.) 66(1), 165–185

    Google Scholar 

  4. Di, C., Liang, K.-Y.: On likelihood ratio tests when a nuisance parameter is present only under the alternative. The Johns Hopkins University (2009)

    Google Scholar 

  5. Evans, S.: Statistical aspects of the detection of fraud. In: Lock, S., Wells, F., Farthing, M. (eds.) Fraud and Misconduct in Medical Research. BMJ Publishing Group (2003)

    Google Scholar 

  6. Greenacre, M.J., Öztas Ayhan, H.: Identifying inliers. Working papers 763. Barcelona Graduate School of Economics, September 2015

    Google Scholar 

  7. Muralidharan, K.: Inlier prone models: a review. ProbStat Forum 3, 38–51 (2010)

    MathSciNet  MATH  Google Scholar 

  8. Naim, I., Gildea, D.: Convergence of the EM algorithm for Gaussian mixtures with unbalanced mixing coefficients. arXiv:1206.6427 (2012)

  9. Pinheiro, J., Bates, D.: Theory and Computational Methods for Linear Mixed-Effects Models, pp. 57–96. Springer, New York (2000)

    Google Scholar 

  10. R Core Team: R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria (2018)

    Google Scholar 

  11. Self, S.G., Liang, K.-Y.: Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. J. Am. Stat. Assoc. 82(398), 605–610 (1987)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Undine Falkenhagen .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Falkenhagen, U., Kössler, W., Lenz, HJ. (2019). A Likelihood Ratio Test for Inlier Detection. In: Steland, A., Rafajłowicz, E., Okhrin, O. (eds) Stochastic Models, Statistics and Their Applications. SMSA 2019. Springer Proceedings in Mathematics & Statistics, vol 294. Springer, Cham. https://doi.org/10.1007/978-3-030-28665-1_26

Download citation

Publish with us

Policies and ethics