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Estimating the Variance of the Sample Median

The small-sample bias and root mean squared error of several distribution-free estimators of the variance of the sample median are examined. A new estimator is proposed that is easy to compute and tends to have the smallest bias and root mean squared error.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-20468
Date01 January 2001
CreatorsPrice, Robert M., Bonett, Douglas G.
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
SourceETSU Faculty Works

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