On Some Properties of the Asymptotic Variance of the Sample Quantiles and Mid-Ranges
样本分位数与中程统计量的渐近方差性质
SUMMARY In this paper, some properties of the asymptotic variance of the sample quantiles and the derived mid-ranges are studied and the role of the sample median is critically discussed. It is shown that among the class of sample quantiles, the sample median will have asymptotically the smallest variance only under somewhat restrictive regularity conditions; while among the class of sample mid-ranges, the sample median (being the central mid-range) has asymptotically the…