Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Influence Function on the Coefficient of Variation

변이계수에 대한 영향함수

  • Lee, Yun-Hee (Department of Information and Statistics, Chungnam National University) ;
  • Kim, Hong-Gie (Department of Information and Statistics, Chungnam National University)
  • 이윤희 (충남대학교 정보통계학과) ;
  • 김홍기 (충남대학교 정보통계학과)
  • Published : 2008.07.16
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Abstract

We derive the influence function on the coefficient of variation. Empirical influence function and Sample influence function are used to verify the validity of the derived influence function. To show the validity of the influence function, we carry out simulations with random samples from normal distribution $N(20,1^2)$ and $N(20,5^2)$, respectively. The simulation result proves that the derived influence function is very accurate in estimating changes in the coefficient of variation when an observation is deleted.

본 논문에서는 변이계수에 대한 영향함수를 유도한다. 경험적 영향함수와 표본영향함수를 이용하여 유도된 영향함수의 타당성을 입증하고 이를 위하여 정규분포 $N(20,1^2)$와 $N(20,5^2)$에서 각각 확률표본을 추출하여 시뮬레이션을 수행한다. 시뮬레이션 결과로부터, 유도된 변이계수에 대한 영향함수가 한 개의 관찰치가 제거되었을 때 변이계수의 변화량을 매우 정확히 추정하는 것을 확인하였다.

Keywords

References

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  1. Derivation and Application of In uence Function in Discriminant Analysis for Three Groups vol.24, pp.5, 2011, https://doi.org/10.5351/KJAS.2011.24.5.941