On the Least-Informative Distribution in a Contamination Neighborhood.

Abstract

For a board class of model distributions G, this document determines the distribution minimizing Fisher information for location in the epsilon-contamination neighborhood of G. The class consists of distributions G with a density g such that psi sub g = -g'/g is continuously differentiable and psi ' sub g has finitely many intervals of increase. The result is extended to the scale problem. Keywords: Robust estimation. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1985
Accession Number
ADA163312

Entities

People

  • John C. Wierman
  • Kenneth S. Cantwell

Organizations

  • Johns Hopkins University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Contamination
  • Continuity
  • Convergence
  • Differential Equations
  • Distribution Functions
  • Equations
  • Exponential Functions
  • Intervals
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Statistical Functions
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Mechanical Engineering/Mechanics of Materials.
  • Statistical inference.