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Variances of sample medians

Author

Listed:
  • Lin, G. D.
  • Huang, J. S.

Abstract

From an arbitrary distribution, the variances of odd sized sample medians form a monotonely nonincreasing sequence. The variance of an even sized median, which may even increase with sample size, is always less than or equal to that of the preceeding odd sized median.

Suggested Citation

  • Lin, G. D. & Huang, J. S., 1989. "Variances of sample medians," Statistics & Probability Letters, Elsevier, vol. 8(2), pages 143-146, June.
    • Handle: RePEc:eee:stapro:v:8:y:1989:i:2:p:143-146
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    Citations

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    Cited by:

    1. Rychlik, Tomasz, 2008. "Extreme variances of order statistics in dependent samples," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1577-1582, September.
    2. Paweł Marcin Kozyra & Tomasz Rychlik, 2017. "Lower and upper bounds on the variances of spacings," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 417-428, April.
    3. Klimczak, Monika & Rychlik, Tomasz, 2004. "Maximum variance of Kth records," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 421-430, October.

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