Properties of median under drift of one of group of measuring instruments at normal distribution

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It is supposed that the data arriving from each measuring instrument are distributed under the normal law. Formulas of calculation of expected value and dispersion of median when data from one of group of measuring instruments are subject to drift are received. As a median we take the value which has appeared in the middle of the sorted list of values from the odd number of measuring instruments. It was possible to take integrals and to receive analytical formulas, - when using approximate formula of integral of probability (Laplace's function). On the basis of results of numerical integration correction functions are added to the received formulas. Limits of preference of median in comparison with arithmetic average are defined.

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Median, normal distribution, arithmetic mean, expected value, dispersion, sensitivity drift

Короткий адрес: https://sciup.org/14265035

IDR: 14265035

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