A QUANTITATIVE APPROACH TO ROBUSTNESS.
CONNECTICUT UNIV STORRS DEPT OF STATISTICS
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The reported research is an attempt to rigorize and quantify the concept of statistical robustness. A brief review of the literature is included and the concept of regions of robustness is presented. Such regions are regions in the space of assumption alternatives within which the user of a statistical procedure is assured that he will make an error in his criterion function of a magnitude no more than a prespecified level. Certain concepts associated with regions of robustness are discussed and various properties of such regions are developed. Finally, four investigations of statistical procedures for testing or estimating population means are presented. Tables are given with each of these investigations which enable the reader to identify regions of robustness of various appropriate levels for any of these procedures. Author
- Statistics and Probability