PEXTREMERIGHT Probability of ‘extreme right’ outliers

Syntax

pER = pExtremeRight(x)

Examples

pExtremeRight(exprnd(1, 10000, 1))

Description

pER = pExtremeRight(x) non-parametrically calculates the frequency of ‘extreme right’ outliers, in the distribution given by the random samples in x. Here, an outlier is extreme right if it is more than three times the IQR above the third quartile.

Authors

Mehul Gajwani, Monash University, 2024

See Also

“Measuring heavy-tailedness of distributions”, Pavlina K. Jordanova and Monika P. Petkova, AIP Conference Proceedings 1910, 060002 (2017), https://doi.org/10.1063/1.5013996