paper

Second Order Expansions for Sample Median with Random Sample Size

arXiv:1905.07765

Abstract

In practice, we often encounter situations where a sample size is not defined in advance and can be a random value. The randomness of the sample size crucially changes the asymptotic properties of the underlying statistic. In the present paper second order Chebyshev--Edgeworth and Cornish--Fisher expansions based of Student's - and Laplace distributions and their quantiles are derived for sample median with random sample size of a special kind.

23 pages

Second Order Expansions for Sample Median with Random Sample Size · wovepaper