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.
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The author thanks the editor, the area editor and the anonymous referee for their comments and suggestions.
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Genç, A.İ. Exact distribution of the sample median of a jump type distribution on a bounded domain. Japan J. Indust. Appl. Math. 35, 891–913 (2018). https://doi.org/10.1007/s13160-018-0311-2
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DOI: https://doi.org/10.1007/s13160-018-0311-2
Keywords
- Gauss hypergeometric function
- Incomplete beta function
- Jump type distribution
- Sample median
- Two-component mixture of uniform distribution