Running a Grubbs test to detect outliers with XLSTAT
Dataset for testing outliers with Grubbs test
An Excel sheet with both the data and the results can be downloaded by clicking here.
The data have been obtained from a normal distribution with mean 0 and variance 3. One outlier has been added. We wish to test if there is one outlier in the sample.
Goal of this tutorial
We would like to detect an outlier from a sample using Grubbs test. You can find some detail on the test here.
Setting up a Grubbs test to detect an outlier
To start the Grubbs test go to the menu Testing outliers / Grubbs test.
In the General tab, select the data and the Grubbs test option ('t Lam G test can be used to detect two outliers.
As an alternative hypothesis choose the two-sided option. The default significance level is left as is: 5%.
When ready click on OK.
Results of a test for detecting an outlier
The result is that the p-value for this test is slaller than 0.0001. That means that the null hypothesis should be rejected.
In the following table, the detected outlier is given.
You can also find the Z score to detect outliers in the output of this test.
Click here for other tutorials.