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Replacement breakdown of the sample mean and odd-sample median

Statement

For any fixed sample x∈Rn, the sample mean xˉ=n−1∑i=1nxi has finite-sample replacement breakdown fraction 1/n. If n=2r+1 is odd and the conventional sample median is the (r+1)-st order statistic, its finite-sample replacement breakdown fraction is (r+1)/n=⌊(n+1)/2⌋/n.

Facts & Assumptions

Given: A sample x=(x1,…,xn)∈Rn, the mean statistic xˉ, and, when n=2r+1, the sample median x(r+1) after sorting the observations in nondecreasing order.

[F1]

Finite-sample replacement breakdown: breakdown is the smallest replacement count m for which the supremum displacement over changes to at most m coordinates is infinite, divided by n.

Proof

technique · direct
1.1givenF1algebra

With no replacements the mean displacement is zero. Replacing coordinate i by M changes the sample mean to xˉ+(M−xi)/n, whose displacement is unbounded as M→+∞. Thus the smallest breaking count for the mean is one, and [F1] gives 1/n.

1.2givenF1algebra

Let n=2r+1. If at most r coordinates are replaced, at least r+1 original observations remain. Writing xmin⁡=min⁡ixi and xmax⁡=max⁡ixi, at least r+1 resulting observations are at most xmax⁡ and at least r+1 are at least xmin⁡. Therefore the (r+1)-st order statistic lies in [xmin⁡,xmax⁡], so its displacement from the original median is bounded uniformly over all such replacements.

1.3givenalgebra

Replace r+1 coordinates by the same value M>xmax⁡. The r unchanged observations are the first r order statistics and the r+1 copies of M occupy positions r+1 through 2r+1. The median is therefore M, which is unbounded as M→+∞.

2.1step 1.2step 1.3F1algebra∎

Steps 1.2–1.3 show that the smallest breaking count for the odd-sample median is r+1. By [F1] its breakdown fraction is (r+1)/(2r+1)=⌊(n+1)/2⌋/n.

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