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Third-order expansion of mean squared error of medians

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  • Huang, J. S.

Abstract

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".

Suggested Citation

  • Huang, J. S., 1999. "Third-order expansion of mean squared error of medians," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 185-192, April.
    • Handle: RePEc:eee:stapro:v:42:y:1999:i:2:p:185-192
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    References listed on IDEAS

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    1. Mudholkar, Govind S. & Hutson, Alan D., 1997. "Asymmetric quasimedians: Remarks on an anomaly," Statistics & Probability Letters, Elsevier, vol. 32(3), pages 261-268, March.
    2. Oosterhoff, J., 1994. "Trimmed mean or sample median?," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 401-409, August.
    3. Cabrera, J. & Maguluri, G. & Singh, K., 1994. "An odd property of the sample median," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 349-354, March.
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