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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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Detalhes bibliográficos
Publicado no:Proc Natl Acad Sci U S A
Main Authors: Lai, T. L., Robbins, Herbert, Yu, K. F.
Formato: Artigo
Idioma:Inglês
Publicado em: National Academy of Sciences 1983
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC384349/
https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16593376/
https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.80.18.5803
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