ContaminationSize

0th

Percentile

Generic Function for the Computation of the Convex Contamination (Pseudo-)Distance of Two Distributions

Generic function for the computation of convex contamination (pseudo-)distance of two probability distributions $P$ and $Q$. That is, the minimal size $\varepsilon\in [0,1]$ is computed such that there exists some probability distribution $R$ with $$Q = (1-\varepsilon)P + \varepsilon R$$

Keywords
distribution
Usage
ContaminationSize(e1, e2)
Arguments
e1
object of class "Distribution"
e2
object of class "Distribution"
Details

Computes the distance from e1 to e2 respectively $P$ to $Q$. This is not really a distance as it is not symmetric!

Value

  • A list containing the following components:
  • e1object of class "Distribution"; ideal distribution
  • e2object of class "Distribution"; 'contaminated' distribution
  • size.of.contaminationsize of contamination

concept

  • convex contamination
  • gross error

References

Huber, P.J. (1981) Robust Statistics. New York: Wiley.

See Also

KolmogorovDist, TotalVarDist, HellingerDist, Distribution-class

Aliases
  • ContaminationSize
  • ContaminationSize-methods
  • ContaminationSize,AbscontDistribution,AbscontDistribution-method
  • ContaminationSize,DiscreteDistribution,DiscreteDistribution-method
Examples
ContaminationSize(Norm(), Norm(mean=0.1))
ContaminationSize(Pois(), Pois(1.5))
Documentation reproduced from package distrEx, version 0.4-2, License: GPL (version 2 or later)

Community examples

Looks like there are no examples yet.