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题号:14639    题型:解答题    来源:2024年丘成桐大学生数学竞赛(概率与统计)-无答案
Consider a random sample of size n, and write the data as an r=rn by c=cn matrix, {Xij:i=1,,rn;j=1,,cn} with n=rncn. To spec ify notation, {Xij} are i.i.d. with c.d.f. F(x) and continuous de nsity f(x). Let β denote the median, i.e., F(β)=0.5. Define an estimator by
β^n=minj{maxi{Xij}}.
(a) What is the condition on rn when n for median-un biasedness, i.e., β is also the median for the distribution of β^n ?
(b) We further assume F is differentiable in an open neighbo rhood of β and has a positive derivative at β. For rn in (a), sh ow that rn(β^nβ) converges in distribution, and find the li miting distribution function.
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