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Mukund Raghav Sharma (Moko)
Mukund Raghav Sharma (Moko)

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[Work in Progress] Outlier Analysis

1. Z-Value:

Zi=XiμσZ_i = \frac{| X_i - \mu |}{\sigma}

Assumptions:

  1. Underlying distribution is Normally Distributed. Violating this will result in poor anomalies.
  2. Good proxy: Zi3Z_i \geq 3
  3. For few samples, use the Student's t-distribution.

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