Second Order Expansions for Sample Median with Random Sample Size
Statistics Theory
2020-06-25 v2 Statistics Theory
Abstract
In practice, we often encounter situations where a sample size is not defined in advance and can be a random value. The randomness of the sample size crucially changes the asymptotic properties of the underlying statistic. In the present paper second order Chebyshev--Edgeworth and Cornish--Fisher expansions based of Student's - and Laplace distributions and their quantiles are derived for sample median with random sample size of a special kind.
Cite
@article{arxiv.1905.07765,
title = {Second Order Expansions for Sample Median with Random Sample Size},
author = {Gerd Christoph and Vladimir V. Ulyanov and Vladimir E. Bening},
journal= {arXiv preprint arXiv:1905.07765},
year = {2020}
}
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23 pages