Pitman closeness of sample median to population median

In this paper, Pitman closeness of order statistics to the median of a distribution is discussed. In particular, it is shown that the sample median is the Pitman-closest order statistic to the population median in some general situations, and expressions for probabilities of closeness are also derived.

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Year of publication:	2009
Authors:	Balakrishnan, N. ; Iliopoulos, G. ; Keating, J.P. ; Mason, R.L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 16, p. 1759-1766
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005023178