Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy (Q1819493)

The present paper defines characteristics of the sensitivity of the test error probabilities - called size dependency SD and power dependency PD - with respect to a change of contamination level and gives formulae for their evaluation for any finite sample size in the model of contaminacy based on capacities. A brief discussion of asymptotic approximations of these formulae for SD and PD is included. Finally, a numerical illustration assuming several symmetric and asymmetric distributions, different test and sample sizes is given.