distrEx (version 1.9)

ConvexContamination: Generic Function for Generating Convex Contaminations

Description

Generic function for generating convex contaminations. This is also known as gross error model. Given two distributions $P$ (ideal distribution), $R$ (contaminating distribution) and the size $\varepsilon\in [0,1]$ the convex contaminated distribution $$Q=(1-\epsilon )P+\epsilon R$$ is generated.

Usage

ConvexContamination(e1, e2, size)

Arguments

e1

object of class "Distribution": ideal distribution

e2

object of class "Distribution": contaminating distribution

size

size of contamination (amount of gross errors)

Value

• Object of class "Distribution".

concept

• convex contamination
• gross error
• univariate distribution
• absolutely continuous distribution
• discrete distribution
• S4 distribution class

References

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

See Also

ContaminationSize, Distribution-class

Examples

# Convex combination of two normal distributions
C1 <- ConvexContamination(e1 = Norm(), e2 = Norm(mean = 5), size = 0.1)
plot(C1)