均值漂移模式几种粗差探测法的MDB比较

Comparative Analysis of MDB for Different Outliers Detection Methods

  • 摘要: 针对均值漂移模式的几种粗差定位与定值方法,在显著水平和检验功效下,推出最小可探测偏差(minimal detectable bias,MDB)的计算公式。通过数值分析比较,得出观测值独立等精度时,几种方法的MDB的计算结果相同;独立不等精度时,数据探测法、拟准检定法和部分最小二乘法的MDB结果相同,而多维粗差同时定位与定值法略大于其他方法;相关观测情形下,拟准检定法和部分最小二乘法的MDB结果相同,数据探测法的MDB结果最小,多维粗差的同时定位和定值法的MDB结果最大。

     

    Abstract: Quality control is described by internal and external reliability according to the Delft philosophy. Internal reliability describes the ability to find biases in observational data and is represented accordingly by the minimal detectable bias (MDB). The MDBs formulas of four popular outliers detection methods include data snooping, quasi-accurate detection of gross errors(QUAD), partly least squares (PLS) and the method of simultaneous locating and evaluating multiple gross errors(LEGE) are derived with the given significance level α0 and given power of test β0. The numerical example reveals that MDBs are same value when the observations have the same weight. If the clean data are not equally weighted, the MDBs of data snooping are equal to that of QUAD and PLS, but all are slightly smaller than the MDBs of LEGE. If the clean data are correlated observations, the MDBs of QUAD are equal to that of PLS, but both are larger than that of data snooping and smaller than that of LEGE.

     

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