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Q21Section I (Objective (Q1–Q80))21 of 80

Statistical Inference — asymptotic efficiency of the median relative to the mean

Let X1,X2,...,XnX_1, X_2, ..., X_n be a random sample from normal population with known variance. Consider the two estimators, sample mean and sample median for mean of the normal population. Then efficiency of sample median with respect to sample mean is

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