A QUANTITATIVE APPROACH TO ROBUSTNESS.
Abstract
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1969
- Accession Number
- AD0689878
Entities
People
- Harry O. Posten
- Lawrence O. Hatch
Organizations
- University of Connecticut