Journal article
Pitman closeness of sample median to population median
Abstract
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.
Authors
Balakrishnan N; Iliopoulos G; Keating JP; Mason RL
Journal
Statistics & Probability Letters, Vol. 79, No. 16, pp. 1759–1766
Publisher
Elsevier
Publication Date
August 2009
DOI
10.1016/j.spl.2009.04.016
ISSN
0167-7152