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Original Articles

Estimating the variance of the sample median

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Pages 295-305 | Received 05 Oct 1999, Published online: 20 Mar 2007
 

Abstract

The small-sample bias and root mean squared error of several distribution-free estimators of the variance of the sample median are examined. A new estimator is proposed that is easy to compute and tends to have the smallest bias and root mean squared error.

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