Estimating the variance of the sample median
- 1 February 2001
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 68 (3) , 295-305
- https://doi.org/10.1080/00949650108812071
Abstract
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.Keywords
This publication has 6 references indexed in Scilit:
- Small Sample AsymptoticsJournal of Educational Statistics, 1988
- A finite sample estimate of the variance of the sample medianStatistics & Probability Letters, 1986
- Confidence intervals based on interpolated order statisticsStatistics & Probability Letters, 1986
- A comparison of methods for studentizing the sample medianCommunications in Statistics - Simulation and Computation, 1984
- Bootstrap Methods: Another Look at the JackknifeThe Annals of Statistics, 1979
- A Note on Estimating the Variance of the Sample MedianJournal of the American Statistical Association, 1978