A New Zerbet’s Statistic for Detecting Outliers in Exponential Distribution

The problem of multiple upper outlier detection in a sample from an exponential distribution is considered in this paper. A new test statistic for an exponential sample is thus proposed. Distribution of the test based on this new statistic under slippage alternative also under the null hypothesis is obtained. The critical values of the new statistic for various n (size of the sample) are tabulated. An extensive Monte Carlo simulation study is conducted for comparing the performance of the new test with other available tests. The proposed test has the highest outlier identification power.