ON THE EXPECTED DIFFERENCE BETWEEN MEAN AND MEDIAN

被引：10

作者：

de Nijs, Robin ^{[1
]}

Klausen, Thomas Levin ^{[1
]}

机构：

[1] Copenhagen Univ Hosp, Rigshosp, Nucl Med & PET, Dept Clin Physiol, Copenhagen, Denmark

来源：

ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS | 2013年 / 6卷 / 01期

关键词：

Mean; median; standard deviation; efficiency; expectation; outlier;

D O I：

10.1285/i20705948v6n1p110

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Mean and median are both estimators of the central value of statistical distributions. For a given sampled continuous probability distribution function the equations for the influence of one sample are used to derive the known expressions for the standard deviation of mean and median and the novel expression for the expectation value of the squared differerence between mean and median. The usefulness of this result is illustrated on a dataset, where the difference between mean and median serves as an outlier detection and as a tool for deciding whether to use the mean or median as an estimator.

引用

页码：110 / 117

页数：8

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