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Order-statistic confidence interval for a median ((X(j)​,X(n−j+1)​])

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Confidence interval
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a sample of size n from a continuous probability distribution, this interval covers the median F−1(1/2) with probability 1−2∑r=0j−1​(rn​)2−n, for 1≤j<n/2. Count observations below the median: their number has the binomial distribution with parameters n,1/2. No strict increase of the distribution function is needed.

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  1. Confidence interval
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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 34 / 1 / Solution

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