Sensitivity curve (source code)

= Sensitivity curve
{title2=$\operatorname{SC}_n(z)=(n+1)[T(F_{n+1,z})-T(F_n)]$}

Add one observation $z$ to the empirical sample, so $F_{n+1,z}=\frac n{n+1}F_n+\frac1{n+1}\delta_z$. The displayed finite difference is a finite-sample counterpart of the <influence function>. Its supremum magnitude measures worst-case one-observation sensitivity; unlike an infinitesimal derivative it records the actual response at contamination fraction $1/(n+1)$.