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Pitman closeness of sample median to population median. (English) Zbl 1169.62324
Summary: Pitman closeness of order statistics to the median of a distribution is discussed. 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.

MSC:
62G30 Order statistics; empirical distribution functions
62F10 Point estimation
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