A large deviation result for the difference in sample medians
P. V. Rao, Dennis D. Wackerly · Statistica Neerlandica · 1980
Abstract LetXmandYndenote the medians of independent samples from continuous populations Fand Grespectively. In Theorem 1 of this note, a large deviation result for the difference dmn= Xm‐ Ynis established under the assumption that Fand Garc symmetric about 0. The result is then used to define a sequential rule based on medians for selecting the best of Ksymmetric populations.