Abstract
When one assumes that a random variable Y has a certain population distribution, one can use simulation or analytic derivations to study how a statistical estimator computed from samples from this distribution behaves. For example, when Y has a log-normal distribution, the variance of the sample median for a sample of size n from that distribution can be derived analytically. Alternatively, one can simulate 500 samples of size n from the log-normal distribution, compute the sample median for each sample, and then compute the sample variance of the 500 sample medians. Either case requires knowledge of the population distribution function.
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© 2001 Springer Science+Business Media New York
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Harrell, F.E. (2001). Resampling, Validating, Describing, and Simplifying the Model. In: Regression Modeling Strategies. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3462-1_5
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DOI: https://doi.org/10.1007/978-1-4757-3462-1_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2918-1
Online ISBN: 978-1-4757-3462-1
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