A comparison of methods for studentizing the sample median
作者:
Joseph W. McKean,
Ronald M. Schrader,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1984)
卷期:
Volume 13,
issue 6
页码: 751-773
ISSN:0361-0918
年代: 1984
DOI:10.1080/03610918408812413
出版商: Marcel Dekker, Inc.
关键词: Bootstrap;boxplot;distribution free;Monte Carlo swindle;sample median;Studentizing
数据来源: Taylor
摘要:
Various methods for “Studentizing” the sample median are com-pared on the basis of a Monte Carlo study. Several of the methods do rather poorly while two, the bootstrap and the standardized length of a distribution free confidence interval, behave accept-ably acrors a wide range of sample sizes and several distributions of varying tail length. These two methods seem to agree closely with the distribution free confidence intervals and moreover, un-like these intervals, the methods can be extended to a method of accurate inference for λ1regreasion.
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