This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 188
Type: Contributed
Date/Time: Monday, August 2, 2010 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #307851
Title: Robustness of Estimators of Location to Distortion
Author(s): Demetris Athientis*+ and Ronald Randles
Companies: University of Florida and University of Florida
Address: , , ,
Keywords: Robust ; Asymmetry ; Skewness ; Location

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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