ContaminationSize
From distrEx v1.9
by Matthias Kohl
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, ...)
## 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 )
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:
e1 object of class "Distribution"
; ideal distributione2 object of class "Distribution"
; 'contaminated' distributionsize.of.contamination size of contamination
concept
- convex contamination
- gross error
- distance
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
See Also
KolmogorovDist
, TotalVarDist
,
HellingerDist
, Distribution-class
Examples
ContaminationSize(Norm(), Norm(mean=0.1))
ContaminationSize(Pois(), Pois(1.5))
Community examples
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