A recursive version of Grubbs' test for detecting multiple outliers in environmental and chemical data

ObjectiveTo compare the performance of Grubbs' outlier detection procedure with recursive Extreme Studentized Deviate (ESD) outlier detection procedure.Design and methodsUsing simulated data, the powers of Grubbs’ and ESD procedures were evaluated.ResultsExcept when the sample contained exactly one outlier, the power of ESD procedure was higher than that of Grubbs' procedure.ConclusionThe ESD recursive procedure is the procedure of choice to detect multiple outliers in environmental and chemical data.