Adaptive choice of mean or median in estimating the center of a symmetric distribution.
An adaptive choice of the sample mean x(n) or the sample median m(n) is proposed for estimating the center of a symmetric distribution. This choice becomes correct as n --> infinity, and in simulation results for finite n it is almost as good as the better of x(n) and m(n).
Department of Statistics, Columbia University, New York, New York 10027.
T L
TL
Lai
H
H
Robbins
K F
KF
Yu