pdgrubbs(q, n, m =10000, lower.tail =TRUE, log.p =FALSE)
Arguments
q: vector of quantiles.
n: total sample size.
m: number of Monte-Carlo replicates. Defaults to 10,000.
lower.tail: logical; if TRUE (default), probabilities are P[X≤x] otherwise, P[X>x].
log.p: logical; if TRUE, probabilities p are given as log(p).
Returns
pgrubbs gives the distribution function
Examples
pdgrubbs(0.62,7,1E4)
References
Grubbs, F.E. (1950) Sample criteria for testing outlying observations, Ann. Math. Stat. 21 , 27--58.
Wilrich, P.-T. (2011) Critical values of Mandel's h and k, Grubbs and the Cochran test statistic, Adv. Stat. Anal.. tools:::Rd_expr_doi("10.1007/s10182-011-0185-y") .