Question: Set Xi = i, i = 1, . . . , 20 and compute the HarrellDavis estimate of the median. Repeat this, but with X20

Set Xi = i, i = 1, . . . , 20 and compute the Harrell–Davis estimate of the median. Repeat this, but with X20 equal to 1000 and then 100,000. When X20 = 100,000, would you expect xˆ0.5 or the Harrell–Davis estimator to have the smaller standard error? Verify your answer.

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