On Sat, 27 Sep 2003 13:25:57 +0200
Troels Ring <[EMAIL PROTECTED]> wrote:
>
> Dear friends, I'm probably wrong but is there anything better than
> bootstrap to get a confidence interval of the median from a population with
> unspecified distribution ?
> Best wishes
> Troels Ring, Aalborg, Denmark
The bootstrap doesn't work perfectly for the median. Standard nonparametric
statistics texts provide a distribution-free CI for the median, like:
medianCI <- function(y) {
y <- sort(y[!is.na(y)])
n <- length(y)
if(n < 4) return(c(NA,NA))
r <- pmin(qbinom(c(.025,.975), n, .5) + 1, n) ## Exact 0.95 C.L.
c(y[r[1]],y[r[2]])
}
In an upcoming release of the Hmisc package you can also get the Harrell-Davis
distribution-free estimator of the median which is slightly more efficient than the
traditional estimator, for small samples. A new hdquantile function provides an
estimate of the standard error for this estimator.
---
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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