Contamination Probability of Order Statistics.
Final rept. 29 Jun 73-31 Dec 74,
CALIFORNIA UNIV LOS ANGELES DEPT OF BIOMATHEMATICS
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Given that an arbitrary number of observations are contaminated, explicity expressions are obtained for the probability of the ith smallest observation in the sample to be the jth smallest contaminated one. The probabilities are tabulated for the cases up to three contaminating observations for samples from a normal distribution with either scalar or location contamination. It is also shown that for large samples the corresponding normal approximation for the multinomial may be used for approximating the contaminating probabilities.
- Statistics and Probability