Comparison of the performance of fourteen statistical tests for detection of outlying values in geochemical reference material databases

Abstract

This work presents a comparison of relative efficiency of fourteen statistical tests to detect outliers in normally distributed samples. These tests include deviation/spread, Grubbs-type, Dixon-type, and high-order moment statistics. Performance for the statistical tests is evaluated using Geochemical Reference Material databases from the United States Geological Survey. Test efficiency is compared for the first application of statistics in version k = 1 and k = 2, as well as for tests in version k = 1 applied consecutively against block procedures in which k = 2, 3, or 4 values are evaluated at the same time. In both evaluations, the sensitivity of the statistical tests shows a general strong dependence on sample size. The best performance is observed for the block procedures compared to consecutive statistical tests affected by masking effects.