Question: A random sample will be drawn from a normal distribution, for the purpose of estimating the population mean . Since is the median as well
A random sample will be drawn from a normal distribution, for the purpose of estimating the population mean . Since is the median as well as the mean, it seems that both the sample median m and the mean X are reasonable estimators.Question a. Generate a large number (at least 1000) samples of size 5 from a N(0, 1) distribution.
Question b. Compute the sample medians m*1,...,m*1000from the 1000 samples.
Question c. Compute the mean of the median: m*and the standard deviation of the median: Sm*of m*1,...m*1000.
Question d. Compute the sample mean X*1,....,X*1000for the 1000 samples.
Question e. Compute the mean and standard deviation of the sample means as SX*of X*1,..., X*1000.
Question f. The true value of is 0. Estimate the bias and uncertainty (m) in m. (Note: In fact, the median is unbiased, so your bias estimate should be close to 0.)
Question g. Estimate the bias and uncertainty (x) in X, the sample mean.
(I have programmed to solve these questions. But I am not sure whether my answer to question f is correct.
My answer is for question f is:
"For a normal distribution, the population median m is equal to the populationmean . So the real value of the median m satisfies that m = = 0 for a sample that follows the normal distribution of N(0, 1). The estimated mean of every median for the1000 five-element samples is m = -0.0196692. Therefore, the bias in m is ( m - m) -0.01967 - 0 = -0.01967, which is close to zero. The estimated uncertainty in is 0.53127.
Regarding the estimated uncertainty, I am confused whether should I say, because for a sample following normal distribution, the sample standard deviation s and the population standard deviation satisfy thats2 =2/n, =s (n),m=sm (n)= 0.5312677(5 ) 1.190. "
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