ON THE ROLE OF CONTAMINATION LEVEL AND THE LEAST
FAVOURABLE BEHAVIOUR OF GROSS-ERROR SENSITIVITY
Abstract: The notion of contamination level is introduced and its characterization for any pair
of distribution functions is given. A possibility of reformulation of some basic problems of
the robust statistics based on this notion is discussed. Finally, the behaviour of the gross-error
sensitivity under the least favourable distribution is studied and the result is illustrated by a
numerical example.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -