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