✦ LIBER ✦

Third-order expansion of mean squared error of medians

✍ Scribed by J.S. Huang

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 94 KB
Volume: 42
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00211-9

No coin nor oath required. For personal study only.

✦ Synopsis

Mean squared error (mse) of the sample median is calculated up to the third-order term. The expansion serves two purposes. One is to provide a rather accurate approximation to mse. The other is to contradict a time-honored statistical folklore which says "It never pays to base the median on an odd number of observations".

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