470概率困难derivationlong
Asymptotic Distribution of the Sample Median
题目
Let be i.i.d.\ and let denote the sample median (the middle order statistic for odd , or the average of the two middle values for even ).
The asymptotic theory of order statistics gives where is the population median and is the density at .
(a) For , identify and , and state the asymptotic variance of .
(b) For , approximate .
You may use .
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你的答案
a.m
a.f(m)
a.asymptotic_variance
b