Let ^ F n (x) denote the empirical cdf of the sample X 1 ,X 2 ,

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Let ^Fn(x) denote the empirical cdf of the sample X1,X2, . . .,Xn. The distribution of ^Fn(x) puts mass 1/n at each sample item Xi. Show that its mean is ‾X. If T (F) = F−1(1/2) is the median, show that T (^Fn) = Q2, the sample median.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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