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Q140Section III (Statistics)140 of 180

Asymptotic variance of the sample median for normal data

Suppose {X1,X2,…,Xn}\{X_1,X_2,\dots,X_n\} is a random sample from normal N(μ,σ2)N(\mu,\sigma^2) distribution. Suppose MnM_n is the sample median. Which of the following is true?

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