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Article #611

Re: robust location estimators

#611
From: maj
Date: Thu, 01 Oct 1992 20:48
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In article <BvGFAu.GEv@mentor.cc.purdue.edu>, hrubin@pop.stat.purdue.edu (Herman Rubin) writes:

> 
[stuff and quotes deleted]

> Robustness cannot be defined in a formal manner to be a precise concept.
> The definition I like is
> 
> 	The robustness of a procedure is the extent to which its 
> 	properties do not depend on those assumptions which one
> 	does not wish to make.
> -- 
> Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
> Phone: (317)494-6054
> hrubin@pop.stat.purdue.edu (Internet, bitnet)  
> {purdue,pur-ee}!pop.stat!hrubin(UUCP)

This is a good definition of what one wants, but I dispute that
robustness cannot be given a formal definition. I'll try:

   A statistical functional is robust iff it is continuous.

Continuous in what topology?   you may ask. *That* I wont answer,
that's were the vagueness of the concept comes in.
-- 
Murray A. Jorgensen [ maj@waikato.ac.nz ]    University of Waikato
Department of Mathematics and Statistics     Hamilton, New Zealand      
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References: <19s96oINNdd9@agate.berkeley.edu> <44800@ucbvax.BERKELEY.EDU> <BvGFAu.GEv@mentor.cc.purdue.edu>

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Path: arc1-ca.pugleaf.net!sparky!uunet!comp.vuw.ac.nz!waikato.ac.nz!maj
From: maj@waikato.ac.nz
Newsgroups: sci.math.stat
Subject: Re: robust location estimators
Message-ID: <1992Oct2.084819.11178@waikato.ac.nz>
Date: 2 Oct 92 08:48:19 +1200
References: <19s96oINNdd9@agate.berkeley.edu> <44800@ucbvax.BERKELEY.EDU> <BvGFAu.GEv@mentor.cc.purdue.edu>
Organization: University of Waikato, Hamilton, New Zealand
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