Pitman closeness of sample median to population median

N. Balakrishnan, G. Iliopoulos, J.P. Keating and R.L. Mason

Statistics & Probability Letters, 2009, vol. 79, issue 16, 1759-1766

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.

Date: 2009
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Citations: View citations in EconPapers (5)

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