Abstract

MARRERO, Osvaldo. Large-numbers behavior of the sample mean and the sample median: a comparative empirical study. Rev. Mat [online]. 2018, vol.25, n.2, pp.169-184. ISSN 1409-2433.  http://dx.doi.org/10.15517/rmta.v25i2.33653.

[12]

Through simulation, we study and compare the large-numbers behavior of the sample mean and the sample median as estimators of their respective corresponding population parameters. We only consider skewed, continuous distributions that do have a mean and a unique median. With respect to the pertinent probabilities, our results throw some light on the speed of convergence, the effect of the skewness, and, intriguinly, also suggest the existence of a couple of changepoints or change-intervals. We propose some questions for further study.

Keywords : change-interval; comparing estimators; convergence rate; simulation; skewness effect.

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