Timeline for CLT for Medians for Distributions Without Means
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Sep 15, 2020 at 8:04 | history | edited | BruceET | CC BY-SA 4.0 |
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| Sep 15, 2020 at 7:53 | answer | added | BruceET | timeline score: 1 | |
| Sep 15, 2020 at 3:40 | comment | added | Thomas Lumley | There aren't any distributions with finite moments of order >1 but no mean. If any given moment exists, so do all the moments of lower order. | |
| Sep 15, 2020 at 2:52 | comment | added | Matthew H. | The sampling distribution of the sample median $\hat{M}$ is approximately normal with mean $m$ and variance $\frac{1}{4n(f(m))^2}$ where $n$ is the sample size, $m$ is the population median, and $f$ is the pdf for the observations i.e. $$\hat{M} \sim N(m,1/4n(f(m))^2)$$ This approximation is good for $n\geq 30$. Is this what you're looking for? | |
| Sep 15, 2020 at 2:30 | history | edited | Frank | CC BY-SA 4.0 |
edited title
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| Sep 15, 2020 at 2:13 | history | asked | Frank | CC BY-SA 4.0 |