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系统科学与数学 2000
THE SAMPLE BREAKDOWN POINTS OF THE TESTS FOR THE LOCAtION MRAMETER OF THE EXTREME VALUE DISTRIBUTION
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Abstract:
The sample breakdown of a test is defined as the smallest proportion of arbitrary outlier in the sample that can reverse the test decision. In this paper) we calculate and analyze the sample breakdown point of the maximum likelihood ratio test for the location parameter of the extreme value distribution with known scale parameter. The sample breakdown behavior of this kind of tests is improved by the truncation method. A numerical example is given.