A Quasi Bayesian Approach to Outlier Detection

  • Genshiro Kitagawa
  • Hirotugu Akaike
Part of the Springer Series in Statistics book series (SSS)


A quasi Bayesian procedure is developed for the detection of outliers. A particular Gaussian distribution with ordered means is assumed as the basic model of the data distribution. By introducing a definition of the likelihood of a model whose parameters are determined by the method of maximum likelihood, the posterior probability of the model is obtained for a particular choice of the prior probability distribution. Numerical examples are given to illustrate the practical utility of the procedure.


Posterior Probability Prior Probability Outlier Detection Order Restriction Prior Probability Distribution 
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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Genshiro Kitagawa
  • Hirotugu Akaike

There are no affiliations available

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