When it comes to outlier removal, people typically start discussing various techniques that remove outliers from the given sample. However, such a discussion should be started with the question, “why do we want to remove outliers?” Outliers may provide essential information about the underlying distribution, so we do not always want to discard them. If we blindly remove all the outliers, we may miss important insights. Before we start choosing the best outlier detector, we should understand the ...