A comparison of testing and confidence interval methods for the median

Simon J. Sheather; Joseph W. McKean

doi:10.1016/0167-7152(87)90055-1

A comparison of testing and confidence interval methods for the median

Simon J. Sheather, Joseph W. McKean

Research output: Contribution to journal › Article › peer-review

29 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	31-36
Number of pages	6
Journal	Statistics and Probability Letters
Volume	6
Issue number	1
DOIs	https://doi.org/10.1016/0167-7152(87)90055-1
State	Published - Sep 1987

Bibliographical note

Funding Information:
This research was carried out while Professor J.W. McKean was visiting the Department of Statistics at the University of Melbourne. We gratefully acknowledge the CTEC Research Development Grant from the Faculty of Science at the University of Melbourne that made this visit possible.

Keywords

interpolation
median
standard error estimate
studentization

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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Cite this

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abstract = "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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N2 - 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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KW - standard error estimate

KW - studentization

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A comparison of testing and confidence interval methods for the median

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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