Potential outlier
Suppose the pdf is symmetric about 0 with cdf
. Show that the probability of a potential outlier from this distribution is
Use this to obtain the probability that an observation is a potential outlier for the following distributions.
(a) The underlying distribution is normal. Use the N(0, 1) distribution.
(b) The underlying distribution is logistic; that is, the pdf is given by
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(c) The underlying distribution is Laplace, with the pdf
