62 questions linked to/from Central limit theorem for sample medians
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### The Central Limit Theorem in Quantile Estimation [duplicate]

I don't have a very strong background in statistics so I have a few conceptual questions and there is a strong possibility I'm missing something obvious. Suppose I'm interested in estimating the 99th ...
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### Is there a statement for the median like the central limit theorem for the mean? [duplicate]

According to the Central Limit Theorem (CLT) in statistics, the distribution of the average of randomly sampled n observations tends to follow normal distribution as the sampling size n becomes larger,...
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### Median for Normal Distribution [duplicate]

Please can someone explain the steps for deriving the probability density function of median for Normal Distribution
1 vote
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### Showing p-th sample quantile is asymptotically normal [duplicate]

I'm working through van der Vaart to improve my knowledge on asymptotic statistics, and I'm attempting the following problem. Let $F_n^{-1}(p)$ be the p-th sample quantile of a sample from a ...
1 vote
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### How to find approximation of variance of $i^{th}$ order statistic [duplicate]

Given PDF and CDF of a distribution, how does one find an approximation of $(\operatorname{Var}(X_i))$ using a normal approximation of $(X_i)$? According to "Mathematica Laboratories for ...
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### How would you explain covariance to someone who understands only the mean?

...assuming that I'm able to augment their knowledge about variance in an intuitive fashion ( Understanding "variance" intuitively ) or by saying: It's the average distance of the data ...
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### Standard error of the median

Is the following formula right if I want to measure the standard error of the median in case of a small sample with non normal distribution (I'm using python)? ...
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### Confidence intervals for median

I have a distribution of samples with a small number of values in each one (less than $10$). I have calculated the median for each sample, which I want to compare with a model and obtain the ...
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