Here counts the observations replaced. This curve measures the largest change after at most arbitrary replacements. Under the first-unbounded convention, the replacement breakdown point is . The largest fraction still guaranteed bounded is one grid step smaller; those conventions must not be confused. A sample mean breaks after one replacement, while a scalar sample median with a fixed ordinary tie convention needs about half the sample replaced.
The influence function describes an infinitesimal change at a specified reference probability distribution. The replacement breakdown point asks how many observations in a particular finite sample can be replaced before an estimator becomes unbounded. The finite-sample maximum bias records the intervening changes. These are different questions: a bounded influence function at one baseline is not a general bound over all epsilon-contamination neighborhoods, nor a proof of a positive replacement breakdown point.[ref]
The mean illustrates agreement between local and global fragility: its gross-error sensitivity is infinite and one replacement can send the sample mean arbitrarily far. The median has finite gross-error sensitivity under the stated positive-density assumptions, while its sample median withstands fewer than about half the observations being replaced under ordinary tie conventions. Its population contamination bias above still diverges as when the atom remains beyond the shifted median. Here must also move outward; taking that limit with a fixed finite atom would invalidate the displayed quantile formula.
For scalar location with a fixed positive scale, the Huber score has a direct global argument: if strictly more than half of the sample stays fixed, then beyond every retained observation by more than , their saturated scores outweigh all possible replaced scores. Every root therefore stays in a bounded interval. This is a separate finite-replacement argument; estimating scale changes its premises. A smooth bounded influence function is valuable local protection, but global robustness also depends on the full estimating rule, scale choice, and root selection.
Population influence functions describe infinitesimal contamination; finite-sample analogues examine actual changes to an empirical sample. For its empirical distribution , add an observation and define the sensitivity curve
Under suitable differentiability it approximates the influence function. A replacement version is , approximately . Their supremum magnitudes quantify finite one-observation sensitivity.
The empirical influence function instead substitutes directly in . For a differentiable M-estimator this gives . For quantile functionals, a discrete unsmoothed empirical law may not admit the required density derivative; a sensitivity curve or a smoothed empirical law is then preferable.
Global contamination is measured by finite-sample maximum bias , where counts replacements. Under the convention of the first fraction that causes unbounded bias,
This is the finite-sample replacement breakdown point. The largest replacement fraction still guaranteed bounded is one grid step smaller, so the conventions must be specified. One replacement sends a sample mean arbitrarily far, giving , while the ordinary scalar sample median has first-breaking fraction with the usual midpoint convention for even samples. Its limiting value is . Local influence and global breakdown answer different questions; a bounded influence function is not by itself a proof of a high breakdown point.
Let . If at most observations are replaced arbitrarily, every order statistic retained between ranks and remains between the minimum and maximum of the unreplaced observations. The trimmed mean is therefore bounded as the replacement values diverge.
If more than observations are replaced by a common value tending to , at least one replacement remains after the largest observations are trimmed, and the trimmed mean tends to . The analogous construction tends to . Thus the largest fraction of arbitrary replacements for which boundedness is guaranteed is
This is the convention for the finite-sample replacement breakdown point used in the question; the alternative convention based on the smallest breaking fraction reports .
Suppose for contradiction that uniformly in . Choose , so part d applies to every fitted value and gives . For this fixed , part c gives the competing bound
which is independent of . Since , choose so that the lower bound exceeds this upper bound, contradicting optimality. Thus replacements can make the estimate unbounded, and
Together with part b, the replacement breakdown point is exactly .
Let replacement tolerance mean the greatest number of observations that can be replaced while the estimator remains bounded. For , a sample with zeros and copies of is within replacements of both the all-zero sample and its translate by . If an equivariant estimator tolerated replacements, it would remain within bounded distance of both and , which is impossible as . Thus at most replacements are tolerable.
For , a sample with zeros and copies of is obtained from the all-zero sample by replacements and from the all- sample by replacements. Translation equivariance again forces breakdown by replacements. In both cases the finite-sample replacement breakdown point is at most