Open AccessAdaptive choice of mean or median in estimating the center of a symmetric distribution
Author(s) -
Tze Leung Lai,
Herbert Robbins,
Kaiqi Yu
Publication year - 1983
Publication title -
proceedings of the national academy of sciences of the united states of america
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.011
H-Index - 771
eISSN - 1091-6490
pISSN - 0027-8424
DOI - 10.1073/pnas.80.18.5803
Subject(s) - mathematics , center (category theory) , infinity , distribution (mathematics) , statistics , sample (material) , combinatorics , mathematical analysis , physics , crystallography , chemistry , thermodynamics
An adaptive choice of the sample mean¯xn or the sample medianmn is proposed for estimating the center of a symmetric distribution. This choice becomes correct asn → ∞, and in simulation results for finiten it is almost as good as the better of¯xn andmn .