Suppose I have a sample with sample size $N$ that is obtained experimentally, e.g. I have counted the number of birds at a certain location at a certain time.
Now suppose that the sample (the number of birds) comes from a normal distribution, the mean and standard deviation being unknown.
Looking at the data, I find two peculiar observations: one of them is ridiculously large, that in an instant I know there are no such number of birds on our planet, and the other suggests existence of anti-matter with wings.
So, given the troublesome data, how could I show that the two peculiarities are outliers with a 95% confidence interval?
My gut feeling here is that when the sample size is small, observing such data would be unlikely. When the sample size gets larger, also more extreme observations are seen but too extreme values should still not appear.