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arXiv · 1612.09265

Outliers, the Law of Large Numbers, Index of Stability and Heavy Tails

Lev B. Klebanov·Ashot V. Kakosyan·Andrea Karlova
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Abstract

We are trying to give a mathematically correct definition of outliers. Our approach is based on the distance between two last order statistics and appears to be connected to the law of large numbers. Key words: outliers, law of large numbers, heavy tails, stability index.

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Lev B. Klebanov, Ashot V. Kakosyan, Andrea Karlova. 2016-12-29. Outliers, the Law of Large Numbers, Index of Stability and Heavy Tails. https://arxiv.org/abs/1612.09265

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