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Probability Theory Mastering

Challenge: Detecting Outliers Using 3-Sigma RuleChallenge: Detecting Outliers Using 3-Sigma Rule


In the previous chapter, we mentioned that we can find outliers for normally distributed random variables using the 3-sigma rule. In the general case, we will consider all those values ​​outside the 3-sigma range as outliers.
Your task is to find outliers on a specific dataset. You have to assume that the given samples have Gaussian distribution with a mean of 0 and a standard deviation of 4. Your task is to:

  1. Specify mean equals 0.
  2. Specify std equals 4.
  3. Specify criteria for outliers detection due to the 3-sigma rule.


We have to admit that in real-life tasks, we cannot unreasonably say that the data has Gaussian distribution and a certain mean and standard deviation. For this, various statistical tests are carried out. This will be discussed in more detail in the next chapters.

Once you've completed this task, click the button below the code to check your solution.

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Section 1. Chapter 6
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