A finite sample estimate of the variance of the sample median

Simon J. Sheather

doi:10.1016/0167-7152(86)90055-6

A finite sample estimate of the variance of the sample median

Simon J. Sheather

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

14 Scopus citations

Abstract

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).

Original language	English
Pages (from-to)	337-342
Number of pages	6
Journal	Statistics and Probability Letters
Volume	4
Issue number	6
DOIs	https://doi.org/10.1016/0167-7152(86)90055-6
State	Published - Oct 1986

Keywords

median
variance estimate

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(86)90055-6

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title = "A finite sample estimate of the variance of the sample median",

abstract = "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).",

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author = "Sheather, {Simon J.}",

year = "1986",

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language = "English",

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pages = "337--342",

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AU - Sheather, Simon J.

PY - 1986/10

Y1 - 1986/10

N2 - 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).

AB - 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).

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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ER -

A finite sample estimate of the variance of the sample median

Abstract

Keywords

ASJC Scopus subject areas

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