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Critical values for the Hampel identifier
Let X(1),X(2),...,X(N) be the ordered statistics of a sample X1,X2,...,XN from a normal distribution. LetM = median([X1,X2,...,XN]) and S = mad([X1,X2,..XN],1)/.6745 be robust stimators of (respectively) the mean and standard deviation of the...
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