Let say i have some data that follows gamma distribution, and i calculated the Mean and Standard deviation of the gamma distribution.

I also know that there are some outliers(Noise) in the data i want to exclude.

Now ,

  1. Is it OK to take Mean+ 3 sigma to cover almost (99.7 %) all data ( like Normal distribution) ?
  2. My target is to exclude the data those are not inside 3 sigma considering as a noise. does it make sense?

It's looks like 3 sigma consideration is kind of acceptable.

While the area within three standard deviations of the mean does drop slightly at first, it stabilizes for the J-shaped Gammas at about 97.5 percent. This means that a fixed-width, three-standard-deviation central interval for a Gamma distribution will always contain at least 97.5 percent of that distribution.

For more details : Properties of Probability Models, Part 2


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