Pitman
closeness of sample median to population median
N. Balakrishnan, G. Iliopoulos, J.P. Keating
and R.L. Mason
In
this paper, Pitman closeness of order statistics to the median of a
distribution is siscussed. In particular, it is shown that the sample median is
the Pitman closest order statistic to the population median in some general situations,
and expressions for probabilities of closeness are also derived.
Key words and phrases: Order
statistics, Pitman closeness, median, probability of closeness