Generic Function for the Computation of the Convex Contamination (Pseudo)Distance of Two Distributions
Description
Generic function for the computation of convex contamination (pseudo)distance of two probability distributions P and Q. That is, the minimal size 0 <= epsilon <= 1 is computed such that there exists some probability distribution R with
Q = (1  epsilon)P + epsilon R
Usage
1 2 3 4 5 6 7  ContaminationSize(e1, e2, ...)
## S4 method for signature 'AbscontDistribution,AbscontDistribution'
ContaminationSize(e1,e2)
## S4 method for signature 'DiscreteDistribution,DiscreteDistribution'
ContaminationSize(e1,e2)
## S4 method for signature 'AcDcLcDistribution,AcDcLcDistribution'
ContaminationSize(e1,e2)

Arguments
e1 
object of class 
e2 
object of class 
... 
further arguments to be used in particular methods (not in package distrEx) 
Details
Computes the distance from e1
to e2
respectively
P to Q. This is not really a distance as it is not symmetric!
Value
A list containing the following components:
e1 
object of class 
e2 
object of class 
size.of.contamination 
size of contamination 
Methods
 e1 = "AbscontDistribution", e2 = "AbscontDistribution":

convex contamination (pseudo)distance of two absolutely continuous univariate distributions.
 e1 = "DiscreteDistribution", e2 = "DiscreteDistribution":

convex contamination (pseudo)distance of two discrete univariate distributions.
 e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution":

convex contamination (pseudo)distance of two discrete univariate distributions.
Author(s)
Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel peter.ruckdeschel@unioldenburg.de
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
See Also
KolmogorovDist
, TotalVarDist
,
HellingerDist
, Distributionclass
Examples
1 2  ContaminationSize(Norm(), Norm(mean=0.1))
ContaminationSize(Pois(), Pois(1.5))
