[R] outlier detection methods in r?

Robert L. Sandefur rls at pincock.com
Fri Apr 21 14:35:17 CEST 2000

hi -

 if I sample from a normal distribution with something like
and add an outlier with 
visually shows the point 4 as an outlier
and calculating the probablity of a value of 4 or bigger  in 100 samples of norm(0,1)
> 1-exp(log(pnorm(4,0,1))*100)
[1] 0.003162164

If I have more than 1 sample above outlier threshold the math is a bit more complicated
but doable.

My questions are 

1) are there better ways to assess probablity of outliers (ie value(s) above theshold from a given distribution)?
2) are they implimented in r?

(I checked outlier and extreme in r help and found nothing helpful)


bob sandefur

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