This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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188
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #307851 |
Title:
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Robustness of Estimators of Location to Distortion
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Author(s):
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Demetris Athientis*+ and Ronald Randles
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Companies:
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University of Florida and University of Florida
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Address:
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, , ,
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Keywords:
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Robust ;
Asymmetry ;
Skewness ;
Location
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Abstract:
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Robustness measures and procedures have traditionally been developed and implemented through the contamination model; a model that partially samples from a contaminant distribution. Hampel (1968), developed a heuristic tool, the influence function, that represents the rate of change in a statistic by adding an infinitesimal amount of contamination. We present a distortion model that takes a symmetric probability density function and skews it in a specific direction thereby distorting every realization of the distribution. The model used is based upon the Fechner class of distributions first introduced by Fechner (1897). A plethora of statistical procedures assume distributional symmetry and we set out to derive various robustness properties for the distortion model, of which symmetry is only a special case, by introducing the distortion sensitivity.
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