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Hybrid ·Peer-reviewed·ISSN (Online): 2169-0014·ISSN (Print): 0972-0510

Monthly Journal: Publishes peer-reviewed aticles on theoretical and applied statistics and management systems, expoloring industrial statistics, actuarial and decision sciences.

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Open Access Research Article

On estimating the variance of the sample median

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pp. 1335–1342Vol. 27Issue 7October 2024DOI: 10.47974/JSMS-1113XML
Received:
05 Oct 2022
Published Online:
30 Nov 2024
Article type:
Research Article
Language:
EN
Article no.:
JSMS-1113
Pages:
1335–1342

Abstract

Recently, Ozen et al. [6] proposed the nonparametric bootstrap method for estimating the variance of sample median and showed that this method has better efficiency for symmetric or right skewed distributions when the sample size is small. The present article proposes a new estimator for the variance of sample median. The mean squared error, variance, and bias of the new estimator is calculated and compared with those of the other estimators. The results of our simulation study show the new estimator has better efficiency for different distributions in terms of MSE.

Keywords

Subject Classifications

(2000) 62G0562G30

References

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