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).

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