SLOVENSKI STANDARD
SIST ISO 16269-4:2014
01-januar-2014
6WDWLVWLþQRWROPDþHQMHSRGDWNRYGHO =D]QDYDQMHLQREUDYQDYDRVDPHOFHY
Statistical interpretation of data - Part 4: Detection and treatment of outliers
Interprétation statistique des données - Partie 4: Détection et traitement des valeurs
aberrantes
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Ta slovenski standard je istovetenSIST z: ISO 16269-4:2014
ISO 16269-4:2010
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ICS:
03.120.30 8SRUDEDVWDWLVWLþQLKPHWRG Application of statistical
methods
SIST ISO 16269-4:2014 en
[Link] inštitut za standardizacijo. Razmnoževanje celote ali delov tega standarda ni dovoljeno.
SIST ISO 16269-4:2014
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SIST ISO 16269-4:2014
INTERNATIONAL ISO
STANDARD 16269-4
First edition
2010-10-15
Statistical interpretation of data —
Part 4:
Detection and treatment of outliers
Interprétation statistique des données —
Partie 4: Détection et traitement des valeurs aberrantes
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SIST ISO 16269-4:2014
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Reference number
ISO 16269-4:2010(E)
© ISO 2010
SIST ISO 16269-4:2014
ISO 16269-4:2010(E)
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COPYRIGHT PROTECTED DOCUMENT
© ISO 2010
All rights reserved. Unless otherwise specified, no part of this publication may be reproduced or utilized in any form or by any means,
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Contents Page
Foreword ............................................................................................................................................................iv
Introduction.........................................................................................................................................................v
1 Scope ......................................................................................................................................................1
2 Terms and definitions ...........................................................................................................................1
3 Symbols................................................................................................................................................10
4 Outliers in univariate data ..................................................................................................................11
4.1 General .................................................................................................................................................11
4.1.1 What is an outlier? ..............................................................................................................................11
4.1.2 What are the causes of outliers? .......................................................................................................11
4.1.3 Why should outliers be detected? .....................................................................................................11
4.2 Data screening .....................................................................................................................................12
4.3 Tests for outliers .................................................................................................................................14
4.3.1 General .................................................................................................................................................14
4.3.2 Sample from a normal distribution....................................................................................................14
4.3.3 Sample from an exponential distribution..........................................................................................16
4.3.4 Samples taken from some known non-normal distributions..........................................................18
4.3.5 Sample taken from unknown distributions.......................................................................................19
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Cochran's test for outlying variance .................................................................................................21
4.4 Graphical test of outliers ....................................................................................................................22
5
([Link])
Accommodating outliers in univariate data......................................................................................23
5.1 Robust data analysis...........................................................................................................................23
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5.2 Robust estimation of location............................................................................................................24
5.2.1
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General .................................................................................................................................................24
5.2.2 8143b7c76500/sist-iso-16269-4-2014
Trimmed mean .....................................................................................................................................24
5.2.3 Biweight location estimate .................................................................................................................25
5.3 Robust estimation of dispersion .......................................................................................................25
5.3.1 General .................................................................................................................................................25
5.3.2 Median-median absolute pair-wise deviation ...................................................................................25
5.3.3 Biweight scale estimate ......................................................................................................................26
6 Outliers in multivariate and regression data ....................................................................................26
6.1 General .................................................................................................................................................26
6.2 Outliers in multivariate data ...............................................................................................................26
6.3 Outliers in linear regression...............................................................................................................28
6.3.1 General .................................................................................................................................................28
6.3.2 Linear regression models...................................................................................................................29
6.3.3 Detecting outlying Y observations.....................................................................................................31
6.3.4 Identifying outlying X observations...................................................................................................31
6.3.5 Detecting influential observations.....................................................................................................32
6.3.6 A robust regression procedure..........................................................................................................35
Annex A (informative) Algorithm for the GESD outliers detection procedure ...........................................36
Annex B (normative) Critical values of outliers test statistics for exponential samples ..........................37
Annex C (normative) Factor values of the modified box plot ......................................................................44
Annex D (normative) Values of the correction factors for the robust estimators of the scale
parameter .............................................................................................................................................47
Annex E (normative) Critical values of Cochran's test statistic ..................................................................48
Annex F (informative) A structured guide to detection of outliers in univariate data ...............................51
Bibliography......................................................................................................................................................54
© ISO 2010 – All rights reserved iii
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ISO 16269-4:2010(E)
Foreword
ISO (the International Organization for Standardization) is a worldwide federation of national standards bodies
(ISO member bodies). The work of preparing International Standards is normally carried out through ISO
technical committees. Each member body interested in a subject for which a technical committee has been
established has the right to be represented on that committee. International organizations, governmental and
non-governmental, in liaison with ISO, also take part in the work. ISO collaborates closely with the
International Electrotechnical Commission (IEC) on all matters of electrotechnical standardization.
International Standards are drafted in accordance with the rules given in the ISO/IEC Directives, Part 2.
The main task of technical committees is to prepare International Standards. Draft International Standards
adopted by the technical committees are circulated to the member bodies for voting. Publication as an
International Standard requires approval by at least 75 % of the member bodies casting a vote.
Attention is drawn to the possibility that some of the elements of this document may be the subject of patent
rights. ISO shall not be held responsible for identifying any or all such patent rights.
ISO 16269-4 was prepared by Technical Committee ISO/TC 69, Applications of statistical methods.
ISO 16269 consists of the following parts, under the general title Statistical interpretation of data:
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⎯ ([Link])
Part 4: Detection and treatment of outliers
⎯ Part 6: Determination of statistical tolerance intervals
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⎯ Part 7: Median — Estimation and confidence intervals
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⎯ Part 8: Determination of prediction intervals
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Introduction
Identification of outliers is one of the oldest problems in interpreting data. Causes of outliers include
measurement error, sampling error, intentional under- or over-reporting of sampling results, incorrect
recording, incorrect distributional or model assumptions of the data set, and rare observations, etc.
Outliers can distort and reduce the information contained in the data source or generating mechanism. In the
manufacturing industry, the existence of outliers will undermine the effectiveness of any process/product
design and quality control procedures. Possible outliers are not necessarily bad or erroneous. In some
situations, an outlier may carry essential information and thus it should be identified for further study.
The study and detection of outliers from measurement processes leads to better understanding of the
processes and proper data analysis that subsequently results in improved inferences.
In view of the enormous volume of literature on the topic of outliers, it is of great importance for the
international community to identify and standardize a sound subset of methods used in the identification and
treatment of outliers. The implementation of this part of ISO 16269 enables business and industry to recognize
the data analyses conducted across member countries or organizations.
Six annexes are provided. Annex A provides an algorithm for computing the test statistic and critical values of
a procedure in detecting outliers in a data set taken from a normal distribution. Annexes B, D and E provide
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the tables needed to implement the recommended procedures. Annex C provides the tables and statistical
theory that underlie the construction of modified box plots in outlier detection. Annex F provides a structured
([Link])
guide and flow chart to the procedures recommended in this part of ISO 16269.
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SIST ISO 16269-4:2014
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INTERNATIONAL STANDARD ISO 16269-4:2010(E)
Statistical interpretation of data —
Part 4:
Detection and treatment of outliers
1 Scope
This part of ISO 16269 provides detailed descriptions of sound statistical testing procedures and graphical
data analysis methods for detecting outliers in data obtained from measurement processes. It recommends
sound robust estimation and testing procedures to accommodate the presence of outliers.
This part of ISO 16269 is primarily designed for the detection and accommodation of outlier(s) from univariate
data. Some guidance is provided for multivariate and regression data.
2 Terms and definitions
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For the purposes of this document,([Link])
the following terms and definitions apply.
2.1
sample SIST ISO 16269-4:2014
data set [Link]
subset of a population made up of one 8143b7c76500/sist-iso-16269-4-2014
or more sampling units
NOTE 1 The sampling units could be items, numerical values or even abstract entities depending on the population of
interest.
NOTE 2 A sample from a normal (2.22), a gamma (2.23), an exponential (2.24), a Weibull (2.25), a
lognormal (2.26) or a type I extreme value (2.27) population will often be referred to as a normal, a gamma, an
exponential, a Weibull, a lognormal or a type I extreme value sample, respectively.
2.2
outlier
member of a small subset of observations that appears to be inconsistent with the remainder of a given
sample (2.1)
NOTE 1 The classification of an observation or a subset of observations as outlier(s) is relative to the chosen model for
the population from which the data set originates. This or these observations are not to be considered as genuine
members of the main population.
NOTE 2 An outlier may originate from a different underlying population, or be the result of incorrect recording or gross
measurement error.
NOTE 3 The subset may contain one or more observations.
2.3
masking
presence of more than one outlier (2.2), making each outlier difficult to detect
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2.4
some-outside rate
probability that one or more observations in an uncontaminated sample will be wrongly classified as
outliers (2.2)
2.5
outlier accommodation method
method that is insensitive to the presence of outliers (2.2) when providing inferences about the population
2.6
resistant estimation
estimation method that provides results that change only slightly when a small portion of the data values in a
data set (2.1) is replaced, possibly with very different data values from the original ones
2.7
robust estimation
estimation method that is insensitive to small departures from assumptions about the underlying probability
model of the data
NOTE An example is an estimation method that works well for, say, a normal distribution (2.22), and remains
reasonably good if the actual distribution is skew or heavy-tailed. Classes of such methods include the L-estimation
[weighted average of order statistics (2.10)] and M-estimation methods (see Reference [9]).
2.8
rank
position of an observed value in an ordered set of observed values
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NOTE 1 The observed values are arranged in ascending order (counting from below) or descending order (counting
from above). ([Link])
NOTE 2 For the purposes of this part of ISO 16269, SIST identical observed values are ranked as if they were slightly
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2.9
depth
〈box plot〉 smaller of the two ranks (2.8) determined by counting up from the smallest value of the
sample (2.1), or counting down from the largest value
NOTE 1 The depth may not be an integer value (see Annex C).
NOTE 2 For all summary values other than the median (2.11), a given depth identifies two (data) values, one below
the median and the other above the median. For example, the two data values with depth 1 are the smallest value
(minimum) and largest value (maximum) in the given sample (2.1).
2.10
order statistic
statistic determined by its ranking in a non-decreasing arrangement of random variables
[ISO 3534-1:2006, definition 1.9]
NOTE 1 Let the observed values of a random sample be {x1, x2, …, xn}. Reorder the observed values in non-
decreasing order designated as x(1) u x(2) u … u x(k) u … u x(n); then x(k) is the observed value of the kth order statistic in
a sample of size n.
NOTE 2 In practical terms, obtaining the order statistics for a sample (2.1) amounts to sorting the data as formally
described in Note 1.
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2.11
median
sample median
median of a set of numbers
Q2
[(n + 1)/2]th order statistic (2.10), if the sample size n is odd; sum of the [n/2]th and the [(n/2) + 1]th order
statistics divided by 2, if the sample size n is even
[ISO 3534-1:2006, definition 1.13]
NOTE The sample median is the second quartile (Q2).
2.12
first quartile
sample lower quartile
Q1
for an odd number of observations, median (2.11) of the smallest (n − 1)/2 observed values; for an even
number of observations, median of the smallest n/2 observed values
NOTE 1 There are many definitions in the literature of a sample quartile, which produce slightly different results. This
definition has been chosen both for its ease of application and because it is widely used.
NOTE 2 Concepts such as hinges or fourths (2.19 and 2.20) are popular variants of quartiles. In some cases
(see Note 3 to 2.19), the first quartile and the lower fourth (2.19) are identical.
2.13 iTeh STANDARD PREVIEW
third quartile
sample upper quartile ([Link])
Q3
for an odd number of observations, median SIST of
ISOthe largest (n − 1)/2 observed values; for an even number of
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observations, median[Link]
of the largest n/2 observed values
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NOTE 1 There are many definitions in the literature of a sample quartile, which produce slightly different results. This
definition has been chosen both for its ease of application and because it is widely used.
NOTE 2 Concepts such as hinges or fourths (2.19 and 2.20) are popular variants of quartiles. In some cases
(see Note 3 to 2.20), the third quartile and the upper fourth (2.20) are identical.
2.14
interquartile range
IQR
difference between the third quartile (2.13) and the first quartile (2.12)
NOTE 1 This is one of the widely used statistics to describe the spread of a data set.
NOTE 2 The difference between the upper fourth (2.20) and the lower fourth (2.19) is called the fourth-spread and is
sometimes used instead of the interquartile range.
2.15
five-number summary
the minimum, first quartile (2.12), median (2.11), third quartile (2.13), and maximum
NOTE The five-number summary provides numerical information about the location, spread and range.
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2.16
box plot
horizontal or vertical graphical representation of the five-number summary (2.15).
NOTE 1 For the horizontal version, the first quartile (2.12) and the third quartile (2.13) are plotted as the left and
right sides, respectively, of a box, the median (2.11) is plotted as a vertical line across the box, the whiskers stretching
downwards from the first quartile to the smallest value at or above the lower fence (2.17) and upwards from the third
quartile to the largest value at or below the upper fence (2.18), and value(s) beyond the lower and upper fences are
marked separately as outlier(s) (2.2). For the vertical version, the first and third quartiles are plotted as the bottom and the
top, respectively, of a box, the median is plotted as a horizontal line across the box, the whiskers stretching downwards
from the first quartile to the smallest value at or above the lower fence and upwards from the third quartile to the largest
value at or below the upper fence and value(s) beyond the lower and upper fences are marked separately as outlier(s).
NOTE 2 The box width and whisker length of a box plot provide graphical information about the location, spread,
skewness, tail lengths, and outlier(s) of a sample. Comparisons between box plots and the density function of a) uniform,
b) bell-shaped, c) right-skewed, and d) left-skewed distributions are given in the diagrams in Figure 1. In each distribution,
a histogram is shown above the boxplot.
NOTE 3 A box plot constructed with its lower fence (2.17) and upper fence (2.18) evaluated by taking k to be a value
based on the sample size n and the knowledge of the underlying distribution of the sample data is called a modified box
plot (see example, Figure 2). The construction of a modified box plot is given in 4.4.
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a) Uniform distribution b) Bell-shaped distribution
Figure 1 (continued)
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c) ([Link])d) Left-skewed distribution
Right-skewed distribution
Key
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X data values
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Y frequency
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In each distribution, a histogram is shown above the box plot.
Figure 1 — Box plots and histograms for a) uniform, b) bell-shaped, c) right-skewed,
and d) left-skewed distributions
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Figure 2 — Modified box plot
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2.17
lower fence
lower outlier cut-off
lower adjacent value
value in a box plot (2.16) situated k times the interquartile range (2.14) below the first quartile (2.12), with
a predetermined value of k
NOTE In proprietary statistical packages, the lower fence is usually taken to be Q1 − k (Q3 − Q1) with k taken to be
either 1,5 or 3,0. Classically, this fence is called the “inner lower fence” when k is 1,5, and “outer lower fence” when k is
3,0.
2.18
upper fence
upper outlier cut-off
upper adjacent value
value in a box plot situated k times the interquartile range (2.14) above the third quartile (2.13), with a
predetermined value of k
NOTE In proprietary statistical packages, the upper fence is usually taken to be Q3 + k (Q3 − Q1), with k taken to be
either 1,5 or 3,0. Classically, this fence is called the “inner upper fence” when k is 1,5, and the “outer upper fence” when k
is 3,0.
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2.19
lower fourth
xL:n
for a set x(1) u x(2) u … u x(n) of observed values, the quantity 0,5 [x(i) + x(i + 1)] when f = 0 or x(i + 1) when f > 0,
where i is the integral part of n/4 and f is the fractional part of n/4
NOTE 1 This definition of a lower fourth is used to determine the recommended values of kL and kU given in Annex C
and is the default or optional setting in some widely used statistical packages.
NOTE 2 The lower fourth and the upper fourth (2.20) as a pair are sometimes called hinges.
NOTE 3 The lower fourth is sometimes referred to as the first quartile (2.12).
NOTE 4 When f = 0, 0,5 or 0,75, the lower fourth is identical to the first quartile. For example:
Sample size i = integral f = fractional First quartile Lower fourth
n part of n/4 part of n/4
9 2 0,25 [x(2) + x(3)]/2 x(3)
10 2 0,50 x(3) x(3)
11 2 0,75 x(3) x(3)
12 3 0 [x(3) + x(4)]/2 [x(3) + x(4)]/2
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2.20
upper fourth ([Link])
xU:n
for a set x(1) u x(2) u … u x(n) of observed values,
SIST ISO the quantity 0,5 [x(n − i) + x(n − i + 1)] when f = 0 or x(n − i)
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when f > 0, where i is[Link]
the integral part of n/4 and f is the fractional part of n/4
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NOTE 1 This definition of an upper fourth is used to determine the recommended values of kL and kU given in Annex C
and is the default or optional setting in some widely used statistical packages.
NOTE 2 The lower fourth (2.19) and the upper fourth as a pair are sometimes called hinges.
NOTE 3 The upper fourth is sometimes referred to as the third quartile (2.13).
NOTE 4 When f = 0, 0,5 or 0,75, the upper fourth is identical to the third quartile. For example:
Sample size i = integral f = fractional Third quartile Upper fourth
n part of n/4 part of n/4
9 2 0,25 [x(7) + x(8)]/2 x(7)
10 2 0,50 x(8) x(8)
11 2 0,75 x(9) x(9)
12 3 0 [x(9) + x(10)]/2 [x(9) + x(10)]/2
© ISO 2010 – All rights reserved 7
