A note on the median of a distribution |
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Authors: | Dale Umbach |
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Institution: | (1) Ball State University, USA |
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Abstract: | Summary LetF be a distribution function over the real line. DefineR
p(y)=∫|x−y|pdF(x) forp≧1. Forp>1 there is a unique minimizer ofR
p(·), sayγ
p. Under mild conditions onF it is shown that
exists and that the limit is a median. Thus, one could use this limit as a definition of a unique median. Also it is shown
that
whereR is the right extremity ofF andL is the left extremity ofF provided that −∞<L≦R<∞. A similar result is available ifL=−∞,R=∞, yetF has symmetric tails. |
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Keywords: | Median minimum risk |
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