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arXiv · 1905.07765

Second Order Expansions for Sample Median with Random Sample Size

Gerd Christoph·Vladimir V. Ulyanov·Vladimir E. Bening
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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 $t$- and Laplace distributions and their quantiles are derived for sample median with random sample size of a special kind.

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Gerd Christoph, Vladimir V. Ulyanov, Vladimir E. Bening. 2019-05-19. Second Order Expansions for Sample Median with Random Sample Size. https://arxiv.org/abs/1905.07765

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