Local robustness and influence for contamination classes of prior distributions
Local robustness and influence for contamination classes of prior distributions
In the well-known ε-contamination class of prior distributions Γ = {τr(0) : τr(0) = (1 -ε)π o (Θ) + εq(θ), q G Q) ,ε represents the degree of uncertainty on the base prior τro(0) and Q the allowed class of contaminations.We argue here that the uncertainty we have on τr …