On 18 Mar 2003 at 8:49, jorge villacampa wrote:
There are multiple ways to make confidence intervals for the median:
1) The asymptotic variance of the median (if the sample size is
somewhat large). This asympototic variance is
the inverse of
(n/0.25) f(\eta)^2
where \eta is the median , f(\eta) is the density at the median.
This can be estimated by kernel density smoothing.
2) By bootstrapping.
3) CI based on order statistics.
I have code for all tree in R.
Kjetil Halvorsen
> Dear all,
>
> I would like to do a confidence interval for the median. could you tell me any website, book where to find it?
>
> Thanks a lot
>
> Kind regards
>
> Jorge
>
>
>
>
> ---------------------------------
> With Yahoo! Mail you can get a bigger mailbox -- choose a size that fits your needs
|