CritK: Compute Critical Value of Grubbs--Beck statistic (eta) Given Probability
Description
Compute critical value for the Grubbs--Beck statistic (eta = \(GB_r(p)\)) given a probability (p-value), which is the “pseudo-studentized” magnitude of \(r\)th smallest observation. The CritK function is the same as the \(GB_r(p)\) quantile function. In distribution notation, this is equivalent to saying \(GB_r(F)\) for nonexceedance probability \(F \in (0,1)\), and cumulative distribution function \(F(GB_r)\) is the value that comes from RthOrderPValueOrthoT.
Usage
CritK(n, r, p)
Arguments
n
The number of observations;
r
The number of truncated observations; and
p
The probability value (p-value).
Value
The critical value of the Grubbs--Beck statistic (eta = \(GB_r(p)\)).
References
Cohn, T.A., 2013--2016, Personal communication of original R source code: U.S. Geological Survey, Reston, Va.