Outlier
Overview
 
In statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

, an outlier is an observation that is numerically distant from the rest of the data
Data set
A data set is a collection of data, usually presented in tabular form. Each column represents a particular variable. Each row corresponds to a given member of the data set in question. Its values for each of the variables, such as height and weight of an object or values of random numbers. Each...

. Grubbs defined an outlier as:
An outlying observation, or outlier, is one that appears to deviate markedly from other members of the sample in which it occurs.


Outliers can occur by chance in any distribution, but they are often indicative either of measurement error or that the population has a heavy-tailed distribution
Heavy-tailed distribution
In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution...

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