ContaminationSize: Generic Function for the Computation of the Convex Contamination
(Pseudo-)Distance of Two Distributions
Description
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
$$Q = (1-\varepsilon)P + \varepsilon R$$
Usage
ContaminationSize(e1, e2, ...)
## S3 method for class 'AbscontDistribution,AbscontDistribution':
ContaminationSize(e1,e2)
## S3 method for class 'DiscreteDistribution,DiscreteDistribution':
ContaminationSize(e1,e2)
Arguments
e1
object of class "Distribution"
e2
object of class "Distribution"
...
further arguments to be used in particular methods (not in package distrEx)
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
distance
Details
Computes the distance from e1 to e2 respectively
$P$ to $Q$. This is not really a distance as it is not symmetric!
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.