Testing the mean of an exponential distribution in the presence of outliers

Abstract

In this study, we propose a simple robust test for the mean of an exponential distribution by using the simplified version of “Forward Search” (FS) method. The FS method is a powerful general method for identifying outliers and their effects on inferences about the hypothesized model. The simulation studies indicate robustness of the testing method and the ability of the procedure to capture the structure of data. Results are presented through the plots which are powerful in revealing the structure of the data.

Keywords

• Forward Search; Robust approach; Outlier; Least Median of Squares.