3.6 Tukey (1960) proposed the model of the normal distribution with variance 1 contaminated by the normal

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3.6 Tukey (1960) proposed the model of the normal distribution with variance 1 contaminated by the normal distribution with variance 2 > 1, i.e., that of the distribution function F of the form

where is the standard normal distribution function. Compare the asymptotic variances of the sample mean and the sample variance under (3.99).

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3.6 Tukey (1960) proposed the model of the normal distribution with variance 1 contaminated by the normal

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F(x) = (1-8)(x)+(7)

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Robust Statistical Methods With R

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