0
$\begingroup$

The Interquartile Range is defined as: $IQR = Q_{3} - Q_{1}$, where $Q_{3}, Q_{1}$ define the lower and upper quartile. What if I want to detect fewer outliers? Can I define custom lower and upper bound such as $IQR = Q_{95} - Q_{5}$ where $Q_{95}, Q_{5}$ define the 95% and 5% quantiles.

$\endgroup$
1
$\begingroup$

$IQR$ is the interquartile range. So, it is not meaningful in this way. You can define the range for outliers like $< Q_1 - 1.5 \times IQR$ or $Q_3 + 1.5\times IQR < $, for example. So, you can control the range by the multiplier of $IQR$ (which is $1.5$ in our example).

Depends on the domain, removing the first and last $5\%$ of data as outliers can be erroneous. For example for $\{1,2,\ldots,50,99, 100\}$, you are removing some related data also. However, you can control the range in the previous method.

$\endgroup$
2
  • $\begingroup$ and what if I only want to retrieve the most extreme outliers. How would I approach this? $\endgroup$
    – oezguensi
    Mar 15 '20 at 23:53
  • $\begingroup$ @oezguensi please see the update. $\endgroup$
    – OmG
    Mar 16 '20 at 0:09

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.