Geodesic
The Chauvenet test in the classical theory of errors
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 714-723 Cet article a éte moissonné depuis la source Math-Net.Ru

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The so called W. Chauvenet rule [6] for rejection of outlying observations is transformed into a test in the case of normal random variables with unknown parameters. It is shown that the distribution of the number of random variables $Y_1,\dots,Y_n$ (see section 2) which exceed some properly chosen critical value tends to a Poisson distribution as $n\to\infty$. 
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     author = {L. N. Bol'shev and M. K. Ubaidullaeva},
     title = {The {Chauvenet} test in the classical theory of errors},
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L. N. Bol'shev; M. K. Ubaidullaeva. The Chauvenet test in the classical theory of errors. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 714-723. http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a3/