Article citationsMore>>

M. M. Siddiqui, “Approximations to the Moments of the Sample Median,” The Annals of Mathematical Statistics, Vol. 33, No. 1, 1962, pp. 157-168.
http://dx.doi.org/10.1214/aoms/1177704720

has been cited by the following article:

• TITLE: Distribution of the Median in Samples from the Laplace Distribution

  AUTHORS: John Lawrence

  KEYWORDS: Quantile; Generalized Hypergeometric Function

  JOURNAL NAME: Open Journal of Statistics, Vol.3 No.6, December 31, 2013

  ABSTRACT: The Laplace distribution is one of the oldest defined and studied distributions. In the one-parameter model (location parameter only), the sample median is the maximum likelihood estimator and is asymptotically efficient. Approximations for the variance of the sample median for small to moderate sample sizes have been studied, but no exact formula has been published. In this article, we provide an exact formula for the probability density function of the median and an exact formula for the variance of the median.