A new statistic for testing suspected outliers
A statistic T is proposed for testing suspected outliers in sample observations from populations of the form (l/σ) f((x-μ)/σ). T is the ratio of the maximum likelihood or modified maximum likelihood estimator of σ calculated from an appropriately censored sample to the maximum likelihood estimator of σ calculated from the whole sample. The distribution of T is studied and its power-properties under Grubbs model investigated. T is shown to have higher power than other available test-statistics. The statistic T is generalized to test outliers in k independent samples.