Introduction to Robust and Quasi-Robust Statistical Methods

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William J. J. Rey

Introduction to Robust and Quasi-Robust Statistical Methods

Springer-Verlag Berlin Heidelberg New York Tokyo 1983

Dr. William J. J. Rey Philips Research Laboratory Av. van Becelaere 2 - Box 8 B - 1170 Brussels, Belgium

AMS-MOS (1980) Classification numbers: Primary: 62 F35 Secondary: 62 G05, 65 U05

Library of Congress Cataloging in Publication Data Ray. William J.J .. 1940Introduction to robust and quasi-robust statistical methods. (Universitext) Bibliography: p. Includes index. 1. Robust statistics. I. Title. QA276.R46 1983 519.5 83-20137 ISBN-13: 978-3-540-12866-3 e-ISBN-13: 978-3-642-69389-2 001: 10.1007/978-3-642-69389-2

This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translation, reprinting, re-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other than private use, a fee is payable to ..Verwertungsgesellschaft Wort", Munich.

© by Springer-Verlag Berlin Heidelberg 1983

2141/3140-543210

To the many number-cruncher users who need trustworthy statistical results et aMartine, en esp~rant qu'elle pourra trouver plus fr~quemment son marl libre.

My own education in Robustness was through the laborious path of extensive reading. applied research and statistical consulting. Particularly during the last decade of fight against errors in data sets, I learned to cope with the observed information, trying to make the best of it. I learned, and have to thank the many colleagues who contributed to my progress; among them I must specially mention those who provided me with challenging problems and those who tolerated my search for more reliable solutions (even if they were not what they expected). Most certainly I also have an important tribute to the worldwide scientific community for its endless questioning of the fundamental issues.

In the preparation of this book I had the privilege to benefit of the technical assistance of the Philips Research Laboratories in Brussels and Eindhoven. In this regard, I would like to state my appreciation to Mr P.T. Logtenberg who carefully corrected a draft version in order to improve my broken English. The type-setting is due to Mrs A.-M. De Ceuster and Mrs E. Moes who kept the computer facility under control (TROFF /UNIX run on VAX); their task was supported by the advices of our software experts. It is a pleasure to acknowledge their excellent collaboration.

v

er.ror /'er-or/ n 1 a: deviation from a code of behavior. Merriam-Webster (1973)

The word "normal" in normal distribution must not be thought of in its everyday sense of "usual" or "to be expected". Distributions other than the normal are not abnormal... Sometimes the normal distribution is called Gaussian, especially in engineering and physics. In France it is called Laplacean. These names are probably used because the distribution was invented by de Moivre. Mosteller, Rourk