Table 4 Skewness in data distribution inflate overall false alarm rate with the presence of true outliers but with different scale depending on whether IQR, MAD, or FAST-MCD approach is used
Asymmetry in data distribution | Data composition | True and false outlier rates by different approach | |||
|---|---|---|---|---|---|
Preset skewness | Planted outliers | Simulated observations | IQR | MAD | FAST-MCD |
0.000 | 10 | 1.000(0.000) | 1.000(0.000) | 1.000(0.000) | |
1.000 | 990 | 0.028(0.006) | 0.029(0.006) | 0.076(0.013) | |
Overall Outliers Detected / (10 + 990) | 0.038 | 0.039 | 0.085 | ||
0.000 | 10 | 1.000(0.000) | 1.000(0.000) | 1.000(0.000) | |
2.000 | 990 | 0.053(0.006) | 0.066(0.008) | 0.223(0.014) | |
Overall Outliers Detected / (10 + 990) | 0.062 | 0.075 | 0.231 | ||
0.000 | 10 | 1.000(0.000) | 1.000(0.000) | 1.000(0.000) | |
3.000 | 990 | 0.081(0.006) | 0.123(0.008) | 0.344(0.012) | |
Overall Outliers Detected / (10 + 990) | 0.090 | 0.131 | 0.351 | ||