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Q: Statistical Theory ( Answered 5 out of 5 stars,   0 Comments )
Question  
Subject: Statistical Theory
Category: Miscellaneous
Asked by: flatley-ga
List Price: $10.00
Posted: 05 Nov 2003 06:37 PST
Expires: 05 Dec 2003 06:37 PST
Question ID: 272827
Is there a Central Limit Theorem for Medians comparable to the theorem for means?
Answer  
Subject: Re: Statistical Theory
Answered By: aditya2k-ga on 05 Nov 2003 10:11 PST
Rated:5 out of 5 stars
 
Hi flatley,

Good day and thanks for your question.

Indeed there is a central limit theorem for median.

Central Limit Theorem for Median

If Xi (i=1,2,...,n) are independent random variables which follow the
same distribution in C1, then the median of {n^0.5 Xi} converges to
the normal distribution which center=n0.5M and variance=1/(4f(M)2)
when n  (where f(x) is distribution density)

There is a detailed explanation at
http://www.geocities.com/tontokohirorin/mathematics/clt/median/clt-median.htm
and a small discussion at
http://mathforum.org/discuss/sci.math/a/m/342590/342591

If you have any questions, please don't hesitate to ask.

Thank you for using this service and have a nice day

With regards,
aditya2k

Search strategy
Central limit theorem median
flatley1-ga rated this answer:5 out of 5 stars

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