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Grubbs Outlier Check (Suspect Value, G Statistic, Critical Value, Significance)

One of my measurements looks far from the rest: is it a statistical outlier at my significance level, or within what normal scatter could produce?

Grubbs test for a single outlier in up to twelve measurements from a roughly normal population: the mean and standard deviation, the most extreme value (or the largest or smallest, for a one-sided test), the Grubbs statistic G, the critical value from the t distribution for your significance level and sample size, and whether the suspect value is an outlier.

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How this tool works

Inputs, units and where to find them

InputUnitTypical source
Number of values usedvaluesHow many of the values below to use (at least 3).
TestchoiceTest the most extreme value either way, or only the largest or only the smallest.
Significance level%Chance of calling a value an outlier when there is none (5 % is common).
Values
Value 1Measured value number 1.
Value 2Measured value number 2.
Value 3Measured value number 3.
Value 4Measured value number 4.
Value 5Measured value number 5.
Value 6Measured value number 6.
Value 7Measured value number 7.
Value 8Measured value number 8.
Value 9Measured value number 9.
Value 10Measured value number 10.
Value 11Measured value number 11.
Value 12Measured value number 12.

What each input means

Open an input to see what it is, its units, the worked example and the common mistakes, with a small diagram.

What this means: Number of values used
Illustration: Number of values usedA row of identical items being counted; Number of values used is how many there are.NExample: 8 valuesNumber of values used
What it is
How many of the values listed below are tested, counting from the first.
Units and format
Enter a number in values: values. The form accepts 3 values to 12 values. Use a whole number. Required: the tool does not calculate until every input is valid.
Example
The form opens with 8 values as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Values beyond this count are ignored; more values raise the critical value slightly.
Get it right
The test needs at least three values; with fewer than about seven it rarely finds an outlier.
What this means: Test
Illustration: TestThe options for Test, with the one currently selected highlighted.Two-sided (most extreme value)One-sided: largest valueOne-sided: smallest valueExample: Two-sided (most extreme v…Test
What it is
Whether to test the value furthest from the mean in either direction, or only the largest or only the smallest value.
Units and format
Choose one of 3 options from the list: Two-sided (most extreme value); One-sided: largest value; One-sided: smallest value.
Example
The form opens with “Two-sided (most extreme value)” selected as a worked example. Choose the option that matches your case.
Effect on the result
A one-sided test uses a smaller critical value, so it flags an outlier more readily in that direction.
Get it right
Use a one-sided test only if you decided before seeing the data that only high (or low) values matter.
What this means: Significance level
Illustration: Significance levelA bar of 100 parts with the share marked; Significance level is that share out of 100. The bar follows the value you type.0 %100 %αExample: 5%Significance level
What it is
The chance of calling a value an outlier when the data contain none, the significance level of the test.
Units and format
Enter a number in %: percent: the number is read as a percentage, so type 8 for 8 %. The form accepts 0.1% to 20%. Required: the tool does not calculate until every input is valid.
Example
The form opens with 5% as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
A smaller level raises the critical value, so fewer values are flagged.
Get it right
Five per cent is common; use 1 % when wrongly rejecting a good result is costly.

Values

What this means: Value 1
Illustration: Value 1A number line with a marker at the value of Value 1, between its lowest and highest accepted values.−10⁹10⁹Y1Example: 199.31Value 1
What it is
Measured value number 1 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 199.31 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 1 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 2
Illustration: Value 2A number line with a marker at the value of Value 2, between its lowest and highest accepted values.−10⁹10⁹Y2Example: 199.53Value 2
What it is
Measured value number 2 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 199.53 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 2 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 3
Illustration: Value 3A number line with a marker at the value of Value 3, between its lowest and highest accepted values.−10⁹10⁹Y3Example: 200.19Value 3
What it is
Measured value number 3 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 200.19 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 3 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 4
Illustration: Value 4A number line with a marker at the value of Value 4, between its lowest and highest accepted values.−10⁹10⁹Y4Example: 200.82Value 4
What it is
Measured value number 4 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 200.82 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 4 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 5
Illustration: Value 5A number line with a marker at the value of Value 5, between its lowest and highest accepted values.−10⁹10⁹Y5Example: 201.92Value 5
What it is
Measured value number 5 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 201.92 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 5 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 6
Illustration: Value 6A number line with a marker at the value of Value 6, between its lowest and highest accepted values.−10⁹10⁹Y6Example: 201.95Value 6
What it is
Measured value number 6 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 201.95 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 6 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 7
Illustration: Value 7A number line with a marker at the value of Value 7, between its lowest and highest accepted values.−10⁹10⁹Y7Example: 202.18Value 7
What it is
Measured value number 7 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 202.18 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 7 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 8
Illustration: Value 8A number line with a marker at the value of Value 8, between its lowest and highest accepted values.−10⁹10⁹Y8Example: 245.57Value 8
What it is
Measured value number 8 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 245.57 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 8 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 9
Illustration: Value 9A number line with a marker at the value of Value 9, between its lowest and highest accepted values.−10⁹10⁹Y9Example: 200.5Value 9
What it is
Measured value number 9 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 200.5 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 9 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 10
Illustration: Value 10A number line with a marker at the value of Value 10, between its lowest and highest accepted values.−10⁹10⁹Y10Example: 200.5Value 10
What it is
Measured value number 10 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 200.5 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 10 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 11
Illustration: Value 11A number line with a marker at the value of Value 11, between its lowest and highest accepted values.−10⁹10⁹Y11Example: 200.5Value 11
What it is
Measured value number 11 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 200.5 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 11 as measured, before any rounding or correction you would not apply to the others.
What this means: Value 12
Illustration: Value 12A number line with a marker at the value of Value 12, between its lowest and highest accepted values.−10⁹10⁹Y12Example: 200.5Value 12
What it is
Measured value number 12 of the set being screened for an outlier, such as one replicate of a test result.
Units and format
Enter a plain number with no unit. Negative values are accepted. Required: the tool does not calculate until every input is valid.
Example
The form opens with 200.5 as a worked example. It is an illustration, not a recommended value: replace it with your own figure.
Effect on the result
Changes the mean and standard deviation; an extreme value raises the Grubbs statistic.
Get it right
Enter value 12 as measured, before any rounding or correction you would not apply to the others.

Method and formulas

  1. Two-sided: G = max |Yᵢ − Ȳ| ÷ s; one-sided: G = (Y_max − Ȳ) ÷ s or (Ȳ − Y_min) ÷ s, with s the sample standard deviation (NIST e-Handbook 1.3.5.17).
  2. Critical value G_crit = (N − 1) ÷ √N × √(t² ÷ (N − 2 + t²)), where t is the upper critical value of the t distribution with N − 2 degrees of freedom at α ÷ (2N) (two-sided) or α ÷ N (one-sided).
  3. The suspect value is an outlier if G > G_crit.
  4. Example: G = 2.4688 against a critical value of 2.1266: the suspect value is an outlier.

Limitations

  • Tests one outlier only and assumes the rest of the data are roughly normal; for several suspect values NIST points to the generalised ESD or Tietjen–Moore tests.
  • An outlier is a reason to investigate, not to delete: find the cause before removing it.
  • Example values are illustrations. Replace them with values for your actual task.

Typical uses

  • Decide whether to question a stray test result
  • Screen calibration or inspection data before analysis
  • Check a laboratory result against its replicates

Who it is for

  • Quality and laboratory staff
  • Test and calibration engineers
  • Process engineers

What you get

  • Mean and standard deviation
  • Suspect value and G statistic
  • Critical value of G
  • Outlier decision

Interpreting the result

  • With few values a single outlier inflates the standard deviation and can hide itself; with three values almost no result can be shown to be an outlier.

References

  • NIST/SEMATECH e-Handbook of Statistical Methods, 1.3.5.17 Grubbs’ Test for Outliers — https://www.itl.nist.gov/div898/handbook/eda/section3/eda35h1.htm

Learn the Concepts Behind This Tool

These KEVOS® Library readings explain the method this tool uses, with worked examples.

KEVOS® tools are screening and decision-support utilities. Verify important financial, engineering, safety, legal or operational decisions using appropriate professional standards and your organisation’s approved data.

Open the Grubbs Outlier Check (Suspect Value, G Statistic, Critical Value, Significance) calculator