(as a function of a) is minimized at any a = m, where m is th that is, a value such that Pr(X 2 m) 1/2 and Pr(X

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
(1) Let X be a random variable with EX| < 00. Show that the mean absolute
error
E|X – a|
(as a function of a) is minimized at any a = m, where m is the median of X,
that is, a value such that Pr(X > m) 2 1/2 and Pr(X < m) 2 1/2.
(2) Conclude from (a) that for any given 1,..., I, €R,
|I; – a|
is minimized at the sample median, that is, at m = 1(n+1)/2) when n is odd and
m = (1/2){r(m/2) + I(n/2+1)} when n is even.
Transcribed Image Text:(1) Let X be a random variable with EX| < 00. Show that the mean absolute error E|X – a| (as a function of a) is minimized at any a = m, where m is the median of X, that is, a value such that Pr(X > m) 2 1/2 and Pr(X < m) 2 1/2. (2) Conclude from (a) that for any given 1,..., I, €R, |I; – a| is minimized at the sample median, that is, at m = 1(n+1)/2) when n is odd and m = (1/2){r(m/2) + I(n/2+1)} when n is even.
Expert Solution
steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman