Exact distribution of the sample median of a jump type distribution on a bounded domain


GENÇ A. İ.

JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, vol.35, no.2, pp.891-913, 2018 (SCI-Expanded) identifier identifier

Abstract

This paper considers the problem of finding the exact distribution and exact moments of the median of a sample of even size drawn from a jump type distribution with bounded domain in a computable form. The results which are obtained with the help of integral calculus are then applied to two-piece uniform distribution. The exact variances are calculated for both odd and even sample sizes, and efficiency comparisons are made.