There are numerous anomaly detection algorithms proposed for hyperspectral imagery. Robust parameter design (RPD) techniques provide an avenue to select robust settings capable of operating consistently across a large variety of image scenes. Many researchers in this area are faced with a paucity of data. Unfortunately, there are no data splitting methods for model validation of datasets with small sample sizes. Typically, training and test sets of hyperspectral images are chosen randomly. Previous research has developed a framework for optimizing anomaly detection in HSI by considering specific image characteristics as noise variables within the context of RPD; these characteristics include the Fisher’s score, ratio of target pixels and number of clusters. We have developed method for selecting hyperspectral image training and test subsets that yields consistent RPD results based on these noise features. These subsets are not necessarily orthogonal, but still provide improvements over random training and test subset assignments by maximizing the volume and average distance between image noise characteristics. The small sample training and test selection method is contrasted with randomly selected training sets as well as training sets chosen from the CADEX and DUPLEX algorithms for the well known Reed-Xiaoli anomaly detector.