Influence Functions for the Moment Estimators

Year 2010, Volume: 23 Issue: 1, 7 - 11, 08.03.2010

Ali Şehirlioğlu

Abstract

Influence functions give a measure of robustness of the statistics estimated from a sample against the sample data. In this study, first, the concept of influence functions is  xamined, and then the influence functions for mean and variance are given. The influence functions for skewness and  urtosis are examined for both asymmetrical and symmetrical distributions and the influence function concept is generalized for scaled moments.

 

Key Words: Influence Functions, Skewness Measure, Kurtosis Measure. 

Keywords

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References

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• Stuart, A., Ord, J.K., “Kendall’s Advanced Theory of Statistics”, New York, Oxford University Press, Vol I (1987).
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