Computational algorithm of least absolute deviation method for determining number of outliers under normality

摘要

In this paper, we suggest a least absolute deviation (LAD) method for the determination of the number of upper or lower outliers in normal sample by minimizing its sample mean absolute deviation. In consequence of computation of the criterion for LAD method need to use iterative numerical analysis, we also give a computational algorithm of LAD method to find the number of upper or lower outliers in normal sample. Finally, we give two examples to study the practical performance of the LAD method.