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The problem of finding and identifying outliers in multivariate measurement data is as old as the data analysis itself. The question: "what is an outlier" has many answers, is is especially difficult when considering high-dimensional data. In the paper a search for outliers in two real data sets is shown. It is stressed that identifying outliers should not be done on the basis of asymptotical...
In the paper we try to answer, whether the Gaussian distribution - called widely the 'normal' distribution - is really basic, natural and normal. In particular, we investigate how the above statement conforms with the distribution of real data, namely daily returns of some stock indexes. It was the authors former experience that, when looking at the distributions of real data, it was very difficult...
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