Tukey IQR Rule
Distribution-free outlier flagging via boxplot whisker fences.
Description
Tukey's rule marks every value below Q1 − k·IQR or above Q3 + k·IQR. Default k = 1.5 highlights potential outliers, k = 3.0 extreme ones. The rule is distribution-free and matches the whiskers of a Tukey boxplot.
Formulas
Assumptions
- No distributional assumption
- Sample size: n ≥ 4 (for stable quartiles)
Limitations
- Heavy/skewed tails flag many "outliers" that are merely natural tail observations
- Produces no p-values or significance statements
References
- Tukey, J. W. (1977), Exploratory Data Analysis, Addison-Wesley