Title of article :
SB-robustness of directional mean for circular distributions
Author/Authors :
Laha، نويسنده , , Arnab Kumar and Mahesh، نويسنده , , K.C.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
In this paper we study the robustness of the directional mean (a.k.a. circular mean) for different families of circular distributions. We show that the directional mean is robust in the sense of finite standardized gross error sensitivity (SB-robust) for the following families: (1) mixture of two circular normal distributions, (2) mixture of wrapped normal and circular normal distributions and (3) mixture of two wrapped normal distributions. We also show that the directional mean is not SB-robust for the family of all circular normal distributions with varying concentration parameter. We define the circular trimmed mean and prove that it is SB-robust for this family. In general the property of SB-robustness of an estimator at a family of probability distributions is dependent on the choice of the dispersion measure. We introduce the concept of equivalent dispersion measures and prove that if an estimator is SB-robust for one dispersion measure then it is SB-robust for all equivalent dispersion measures. Three different dispersion measures for circular distributions are considered and their equivalence studied.
Keywords :
Circular trimmed mean , Directional mean , Mixture distributions , Equivalent measures of dispersion , SB-robustness , circular data , Circular normal distribution
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference