A finite sample estimate of the variance of the sample median is proposed. This estimate is shown to have smaller bias than the related estimate of Maritz and Jarrett (1978) and Efron (1979).
|Number of pages||6|
|Journal||Statistics and Probability Letters|
|State||Published - Oct 1986|
- variance estimate
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty