Set Contamination Parameters
Click the Contamination Factors button on the Advanced tab of the Monte Carlo Analysis dialog box to display the Set Contamination Parameters dialog box.
- Group 1 - Group 9
- Enter a proportion of outliers and a multiplier factor for each grouping using the appropriate Group field. Outlier contamination is simulated in the Monte Carlo module by a standard mixture distribution technique. Suppose your data come from a population with mean μ and covariance matrix σ. We simulate contamination by substituting, a certain proportion p of the time, observations with a mean μ and a covariance matrix kσ, where k is a moderately large multiplier (say, 10). In effect, the outliers are obtained by taking "what they would have been before the mean was added on" and multiplying by the square root of k.
For each sample, you enter contamination factors k and p. For each sample, a proportion p of the time, the observations will then have a mean μ and a covariance matrix kσ.
- OK (Accept parameters)
- Click the OK (Accept parameters) button to accept the changes made to the various groups.
- Cancel (No changes)
- Click the Cancel (No changes) button to return to the previous dialog box without accepting changes.
- Restore defaults
- This button resets all group multipliers (k) to the default value of 1, and group proportions (p) to 0.
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