Re:Median and Mad Revisited with an Online Estimator
by johnmyleswhite on Thursday April 09, 2020 @12:51PM
(#22824513)
Can you link to a proof of the equation starting at "The standard error of the sample Median approximates to"?
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Re:Median and Mad Revisited with an Online Estimator
by AnthonyLloyd on Thursday April 09, 2020 @01:15PM
(#22824820)
It's a quite hand wavy central limit theory for large N or close to normal distribution: