A finite sample estimate of the variance of the sample median (Q1821440)
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scientific article; zbMATH DE number 3998961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite sample estimate of the variance of the sample median |
scientific article; zbMATH DE number 3998961 |
Statements
A finite sample estimate of the variance of the sample median (English)
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1986
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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 \textit{J. S. Maritz} and \textit{R. G. Jarrett} [A note on estimating the variance of the sample median. J. Am. Stat. Assoc. 73, 194-196 (1978)] and \textit{B. Efron} [Ann. Stat. 7, 1-26 (1979; Zbl 0406.62024)].
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finite sample estimate
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variance
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sample median
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bias
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