Summary
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.
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Kitagawa, G., Akaike, H. A quasi Bayesian approach to outlier detection. Ann Inst Stat Math 34, 389–398 (1982). https://doi.org/10.1007/BF02481038
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DOI: https://doi.org/10.1007/BF02481038