A comparison of testing and confidence interval methods for the median

There are only relatively few confidence coefficients and levels available for distribution-free confidence intervals and test for the median based on the sign statistic. This problem can be overcome by interpolating confidence intervals or by studentizing the median by an estimate of its standard error. Such methods are discussed and then compared via simulation.

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Year of publication:	1987
Authors:	Sheather, Simon J. ; McKean, Joseph W.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1987, 1, p. 31-36
Publisher:	Elsevier
Keywords:	median standard error estimate studentization interpolation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223306