Suppose that X1, … , Xn are i.i.d. ac; that is the median of the sample, and that n is odd. We want to estimate “the” median v of F, where v is defined as a value satisfying
(a) Find the MSE of when
(i) F is discrete with a < b=””>< c.=””>
(ii) F is uniform, U (O, 1).
(iii) F is normal, N(O, 1 ), n = 1, 5, 25, 75.
(b) Compute the relative risk RR = MSE in question (i) when b = 0,
(c) Same as (b) except when n = 15, plot RR for p = .1, .2, .3, .4, .45.
(d) Find for the situation in (i). Also find when n = 1, and 2 and compare it to
(e) Compute the relative risks M SE in questions (ii) and (iii).