Stochastic ordering of medians in samples from normal distributions

Abstract

In this paper, we discuss some stochastic comparisons for the sample median in a random sample from a normal distribution. Specifically, we establish that the sample median is stochastically farther than the sample mean to the population mean. To verify the result of comparison, we derive an upper bound for some distributional characteristics of the distance between the sample median and the population mean. The stochastic ordering considered here is the likelihood ratio order.