2017年6月10日星期六

median of a series of numbers minus its median is always zero

1. suppose we only have 3 (odd) number of values x1,x2, x3 ordered already

so the median is x2.

The  new sequence will be x1-x2, 0, x3-x2.

We see the new median is 0.

2. suppose we have 4 (even) number of values y1, y2, y3, y4, ordered already.

the median is (y2+y3)/2.

The new sequence is : y1-(y2+y3)/2, y2-(y2+y3)/2, y3-(y2+y3)/2, y4-(y2+y3)/2.

The new median is: (y2-(y2+y3)/2+ y3-(y2+y3)/2) which is also 0.

This observation is  useful when we estimate the shift estimator of a Sign Scores test.