Article View: sci.math.stat
Article #275Re: Simple Proof that c=median minimizes E[ |X-c| ] needed.
From: USENET News System
Date: Thu, 03 Sep 1992 22:10
Date: Thu, 03 Sep 1992 22:10
26 lines
1777 bytes
1777 bytes
In article <3SEP199213440863@utkvx2.utk.edu>, menees@utkvx2.utk.edu (Menees, Bill) writes: > > I'm a senior math major taking my first p&s course, and this problem > has come up and it intrigues me. My prof. has a proof for it, but he said it > was way over my head. Does anyone know of a proof suitable for a senior > undergrad? Thanks in advance. > If you are a senior math major then you should have no difficulty in following the proof. I suspect the real problem is that it's way over your prof.'s head. :-) Well, I must admit that I'm going to cheat. :-) Let's prove the result for a discrete distribution only. When c != any possible x d/dc (sum|x-c|) = number of x's greater than c - number of x's less than c otherwise this does not exist. This derivative is decreasing if c < median and increasing if c > median and as sum|x-c| is continuous and piecewise linear, the minimum either occurs where there is a discontinuity in the derivative, or where it is zero over an interval. The latter case corresponds to a median. In the former case we choose the discontinuity such that on either side |number of x's greater than c - number of x's less than c| is smallest. In the continuous case the derivative exists nowhere but a limiting argument could be used. (This might be over my head :-).
Technical Details
Message-ID:
<1992Sep3.221035.17952@massey.ac.nz>Path:
arc1-ca.pugleaf.net!sparky!uunet!sun-barr!cs.utexas.edu!wupost!waikato.ac.nz!comp.vuw.ac.nz!cc-server4.massey.ac.nz!TMoore@massey.ac.nzReferences:
<3SEP199213440863@utkvx2.utk.edu>Show Full Headers
Complete Article Headers
Path: arc1-ca.pugleaf.net!sparky!uunet!sun-barr!cs.utexas.edu!wupost!waikato.ac.nz!comp.vuw.ac.nz!cc-server4.massey.ac.nz!TMoore@massey.ac.nz Newsgroups: sci.math.stat Subject: Re: Simple Proof that c=median minimizes E[ |X-c| ] needed. Message-ID: <1992Sep3.221035.17952@massey.ac.nz> From: news@massey.ac.nz (USENET News System) Date: Thu, 3 Sep 92 22:10:35 GMT References: <3SEP199213440863@utkvx2.utk.edu> Organization: Massey University Lines: 28