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Article #291Re: Simple Proof that c=median minimizes E[ |X-c| ] needed.
From: maj
Date: Sun, 06 Sep 1992 21:32
Date: Sun, 06 Sep 1992 21:32
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1435 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. This reminds me of an interesting approach to several common location statistics. I'll state it for samples to avoid technicalities. Suppose we have a sample x_1, x_2, . . .,x_n. Given a positive real number p define m to minimise Sum |x_i - m|**p then we get p --> 0 mode p = 1 median p = 2 mean p --> infinity midrange Neat, eh? -- Murray A. Jorgensen [ maj@waikato.ac.nz ] University of Waikato Department of Mathematics and Statistics Hamilton, New Zealand __________________________________________________________________ 'Tis the song of the Jubjub! the proof is complete, if only I've stated it thrice.'
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Path: arc1-ca.pugleaf.net!sparky!uunet!wupost!waikato.ac.nz!maj From: maj@waikato.ac.nz Newsgroups: sci.math.stat Subject: Re: Simple Proof that c=median minimizes E[ |X-c| ] needed. Message-ID: <1992Sep7.093235.10636@waikato.ac.nz> Date: 7 Sep 92 09:32:35 +1200 References: <3SEP199213440863@utkvx2.utk.edu> Organization: University of Waikato, Hamilton, New Zealand Lines: 31