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Q154Section III (Statistics)154 of 190

Asymptotic relative efficiency of the median versus a scaled mean for Uniform(0,θ)(0,\theta)

Let X1,X2,…,XnX_1,X_2,\dots,X_n be iid U(0,θ)U(0,\theta). Consider T1=T_1= sample median (=Mn)(=M_n) and T2=2XˉT_2=2\bar X. Then, ARE(T1,T2)(T_1,T_2) is:

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