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Adaptive choice of mean or median in estimating the center of a symmetric distribution

An adaptive choice of the sample mean ¯x(n) or the sample median m(n) is proposed for estimating the center of a symmetric distribution. This choice becomes correct as n → ∞, and in simulation results for finite n it is almost as good as the better of ¯x(n) and m(n).

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Détails bibliographiques
Auteurs principaux: Lai, T. L., Robbins, Herbert, Yu, K. F.
Format: Artigo
Langue:Inglês
Publié: 1983
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC384349/
https://ncbi.nlm.nih.gov/pubmed/16593376
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