Show that the median of a univariate density that can be approximated by an Edgeworth series occurs
Question:
Show that the median of a univariate density that can be approximated by an Edgeworth series occurs approximately at the point xˆ =
−κ3 6κ2
.
Hence show that, to the same order of approximation, in the univariate case,
(mean−median)
(mean−mode) =
1 3
(Haldane, 1942). See also Haldane (1948) for a discussion of medians of multivariate distributions.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
Question Posted: