Publisher review: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. Let X(1),X(2),...,X(N) be the ordered statistics of a sample X1,X2,...,XN from a normal distribution. Let M = 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: ยท MATLAB Release: R14SP1
Critical values for the Hampel identifier is a Matlab script for Statistics and Probability scripts design by Manuel Cebrian.
It runs on following operating system: .
Operating system:
Critical values for the Hampel identifier script details 
