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Declaration: function GrubbsTest (Data: TVector; SigLevel: double; var Statistic: double): integer;

The function GrubbsTest performs a Grubbs outlier test on the data contained in Data. The parameter SigLevel specifies the level of significance. On return the function provides an index of the vector Data which points to an observation which is recognized as an outlier. If no outliers are recognized, a zero value is returned. The variable parameter Statistic contains the corresponding test statistic.

Hint: Please note that this function tests only for a single outlier, checking both the lower and the upper end of the sorted list. The element which delivers the highest test statistic is compared to the critical value.

Last Update: 2012-Oct-20