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470概率困难derivationlong

Asymptotic Distribution of the Sample Median

题目

Let X1,,XnX_1, \ldots, X_n be i.i.d.\ Uniform(0,1)\mathrm{Uniform}(0,1) and let MnM_n denote the sample median (the middle order statistic for odd nn, or the average of the two middle values for even nn).

The asymptotic theory of order statistics gives n(Mnm)dN ⁣(0,14[f(m)]2),\sqrt{n}\,(M_n - m) \xrightarrow{d} N\!\left(0, \frac{1}{4[f(m)]^2}\right), where mm is the population median and ff is the density at mm.

(a) For Uniform(0,1)\mathrm{Uniform}(0,1), identify mm and f(m)f(m), and state the asymptotic variance of nMn\sqrt{n}\,M_n.

(b) For n=400n = 400, approximate P(M400>0.54)P(M_{400} > 0.54).

You may use Φ(1.60)0.9452\Phi(1.60) \approx 0.9452.

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你的答案

a.m

a.f(m)

a.asymptotic_variance

b