Critical values for the Hampel identifier 1.0

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 distribution.The Hampel identifier is a rule which identifies as outliers all values of the sample X satisfying|X-M|/S > g(N,alpha).The function g(N,alpha) serves for standardizing the identifier in thefollowing way (see [1], p. 783, standardization (4)):P(no outliers in the sample) = P(|X(N)-M)|/S < g(N,alpha)) = 1 - alpha.This matlab function calculates the critical values, i.e. g(N,alpha).

Requirements:	No special requirements
Platforms:	Matlab
Keyword:	Calculates,  Function,  Gnalpha,  Outliers,  Satisfying,  Serves,  Standardizing,  Values,  Xm S
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