Let X1,... , Xn be a random sample from a pdf that is symmetric about m. An

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Let X1,... , Xn be a random sample from a pdf that is symmetric about m. An estimator for µ that has been found to perform well for a variety of underlying distributions is the Hodges-Lehmann estimator. To define it, first compute for each i ≤ j and each j = 1, 2, ... , n the pairwise average Xi,j = (Xi + Xj)/2. Then the estimator is µ` = the median of the Xi,j's. Compute the value of this estimate using the data of Exercise 44 of Chapter 1.
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