Take n = 100 observationsfromastandardnormaldistributionandfindthesamplemeanand median. Dothis100,000timesandplottheirestimatedsamplingdistributions.Estimatetheir mean squarederrorsaroundthecommonpopulationmeanandmedianof0.Whichseemsto beabetterestimator?(Fortheoreticalresultsaboutthis,seeExercise4.37.)

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Take n = 100 observationsfromastandardnormaldistributionandfindthesamplemeanand median. Dothis100,000timesandplottheirestimatedsamplingdistributions.Estimatetheir mean squarederrorsaroundthecommonpopulationmeanandmedianof0.Whichseemsto beabetterestimator?(Fortheoreticalresultsaboutthis,seeExercise4.37.)

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