ContaminationSize {distrEx}R Documentation

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 0 <= epsilon <= 1 is computed such that there exists some probability distribution R with

Q = (1 - epsilon)P + epsilon R

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

The size of contamination is computed.

Methods

e1 = "AbscontDistribution", e2 = "AbscontDistribution":
convex contamination (pseudo-)distance of two absolutely continuous univariate distributions.
e1 = "DiscreteDistribution", e2 = "DiscreteDistribution":
convex contamination (pseudo-)distance of two discrete univariate distributions.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

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))

[Package distrEx version 0-4.1 Index]