Influence Functions for the Moment Estimators
Influence functions give a measure of robustness of the statistics estimated from a sample against the sample data. In this study, first, the concept of influence functions is xamined, and then the influence functions for mean and variance are given. The influence functions for skewness and urtosis are examined for both asymmetrical and symmetrical distributions and the influence function concept is generalized for scaled moments.
Key Words: Influence Functions, Skewness Measure, Kurtosis Measure.