PROBMED Function |
computes cumulative probabilities for the sample median.
PROBMED
where
|
is the sample size. |
is the point of interest; that is, the PROBMED function calculates the probability that the median is less than or equal to . |
The PROBMED function computes the probability that the sample median is less than or equal to for a sample of independent, standard normal random variables (mean 0, variance 1).
Let represent the sample size and represent the th order statistic. Then, when is odd, the function calculates
where
and B, where is the gamma function. If is even, the PROBMED function calculates
where B and and are the standard normal cumulative distribution function and density function, respectively.
For more information, refer to David (1981).