Timeline for Asymptotic relative efficiency of median vs mean for Student t distribution

9 events

when toggle format	what		by	license	comment
Nov 29, 2015 at 0:12	history	edited	Glen_b		edited tags
Jun 11, 2012 at 13:29	history	edited	user88	CC BY-SA 3.0	edited title
Jun 11, 2012 at 12:47	history	edited	whuber♦		edited tags
Jun 11, 2012 at 4:26	history	migrated			from math.stackexchange.com (revisions)
May 21, 2012 at 15:14	comment	added	Mobius Pizza		@ZevChonoles Thanks Michael and Zev. I have done more investigation. Although I can find the theoretical explaination and replicate the curve in the blog link I gave, I found that the result does not match simulation experiment, as Michael pointed out the asymptoptic expression for sample distribution for say, a median estimator, is only valid for large sample size
May 21, 2012 at 9:36	answer	added	Mobius Pizza		timeline score: -2
May 18, 2012 at 17:17	comment	added	Michael R. Chernick		I don't understand the question. What is the population distribution? Is it a normal? a student t? ARE is a limiting property as n goes to infinity. So how do degrees of freedom and sample size enter into this. A good source for these things might be Lehmann's Theory of Estimation book or a good nonparametrics text like Hajek and Sidak The Theory of Rank Tests.
May 18, 2012 at 14:36	comment	added	Mobius Pizza		I solved it myself, will post my own answer later :)
May 18, 2012 at 13:31	history	asked	Mobius Pizza	CC BY-SA 3.0