Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150949 | Statistical Methodology | 2011 | 6 Pages |
Abstract
In this note, we present alternative derivations for the probability that an individual order statistic is closest to the target parameter among all order statistics from a complete random sample. This approach is simpler than the geometric arguments used earlier. We also provide a simple direct proof for the symmetry property of the simultaneous closeness probabilities among order statistics for the estimation of percentiles from a symmetric family. Finally, we offer an alternative simpler proof for the result that sample medians from larger odd sample sizes are Pitman closer to the population median than sample medians from smaller odd sample sizes.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
N. Balakrishnan, J.P. Keating,