Questions tagged [median]
For questions about the numerical value separating the higher half of a data sample, a population, or a probability distribution, from the lower half.
544 questions
6 votes
1 answer
620 views
Median wealth after repeated iterations of multiplicative game?
I start with \$1. After one iteration of a game, one of the following $m$ outcomes occurs: With probability $p_1$, my wealth multiplies by $r_1$; With probability $p_2$, my wealth multiplies by $r_2$;...
0 votes
0 answers
74 views
Analysis of a binomial random walk and calculating its median
I'm currently analysing a binomial random walk which is given by $$\Delta\omega_t = \chi\left(\frac{W}{N} - \omega_t\right) + \eta_t\sqrt{\gamma}\ \omega_t$$ $$\omega_{t+1} = \omega_t + \Delta\omega_t$...
3 votes
1 answer
123 views
Is the variance of the sample median of iid variables at most the variance of each variable?
Let $X_1,\dotsc,X_n$ be iid random variables with variance $\sigma^2 < \infty$. Let $M$ be the median of $X_1,\dotsc,X_n$. If it helps, assume that $n$ is odd (but more generally, I consider the ...
0 votes
1 answer
60 views
Why does the Wilcoxon Signed-Rank Test consider the magnitude of differences when testing the median, rather than just the signs (positive/negative)?
I understand that the Wilcoxon Signed-Rank Test ranks the differences between the observed data and the assumed median, considering both the direction (positive/negative) and magnitude of the ...
0 votes
0 answers
34 views
Extended median of triples
Given $n\ge 1$ triples $(x_1,y_1,z_1),\dots,(x_n,y_n,z_n)$ such that $x_i+y_i+z_i = 1$ and $x_i,y_i,z_i\ge 0$ for all $i$, we can compute their "extended median" as follows. Find a value $t$ ...
0 votes
1 answer
59 views
Finding values that make the Beta function symmetric
For finding when the median of a beta distribution is $\frac{1}{2}$, this answer says: If a $\mathrm{Beta}(a,b)$ distribution has $a>b$ then $\mathbb P(X \le \frac12) \lt \frac12$ and its median ...
1 vote
2 answers
94 views
Find median of five positive integer data
Given five positive integer data $n_1,n_2,n_3,n_4,n_5$. Average of five data given is equal to 8. Now, we omitted two data and the average is equal to 6. Can we determine the range of median of five ...
0 votes
3 answers
104 views
Finding the smaller leg and the median in a right triangle.
I am solving a problem involving a right triangle $ ABC$, where $ \angle A = 90^\circ $. The given conditions are shown in the image below: From the diagram, we are given: The angle bisector $ BL $ ...
1 vote
1 answer
95 views
Prove the geometric relation in a convex quadrilateral with midpoints of diagonals
In the figure, $ABCD$ is a convex quadrilateral and E and F are respectively the midpoints of diagonals $AC$ and $BD$. Prove that: $$AB^2 + BC^2 + CD^2 + DA^2 = AC^2 + BD^2 + (4*EF^2)$$ (Hint: Use ...
1 vote
1 answer
207 views
Bound on variance for logconcave density
I have been stuck with the following problem for a while, maybe it will come as obvious to some of you. It states that there is some constant $C>0$ such that for any continuous logconcave density $...
0 votes
0 answers
38 views
Geometric median alternative definition, as maximum of distances less than the median-distance
When using a Brute-force algorithm to calculate the Geometric Median, step by step, we are facing with a list a sums of distances. When we include, in the same list, a column with the number of ...
2 votes
0 answers
50 views
Conditional median of $X+Y$ given $Z=z$
I have two independent random variables $X$ and $Y$, where $Y$ is also independent of $Z$, and $E(X\mid Z=z)=0$ for any $z$. We also know that the conditional distribution of $X+Y$ given $Z=z$ is ...
-1 votes
1 answer
34 views
Is the median of an inner product of two i.i.d. random vectors non-negative? [closed]
We have two independent random vectors $X$, $Y \in \mathbb{R}^d$ with the same distribution $F$. Is it then true that $$ \mathsf{P}\left( \left\langle X, Y \right\rangle \geq 0 \right) \geq 1/2? $$
3 votes
2 answers
72 views
Correlation of the median with the sign of an observation
Let $X_j\overset{iid}\sim\mathrm{Unif}(-1,1)$. Let $\hat{X}_n$ be the sample median. What is the value of $n\mathbb E[\mathrm{sign}(X_1)\hat{X}_n]$ when $n\to\infty$?
1 vote
1 answer
76 views
I stumbled on a bruteforcing median algorithm. Can anyone tell me why it works and is there a name for this equation?
I recently stumbled on an algorithm while trying to write a program to estimate a median without sorting, a randomized group of non-repeating numbers with a known number of elements. Performance is ...