Median
The value with .
Definition 4.19 (Median)
Let be a continuous random variable. The median of , denoted by , is the value such that
Alternatively,
where is the density of .
Example: the median of a normal distribution
If , then
so the median of is .
Related
Stated in
- Definition 4.19 (Median)§4.5.2 Linear Transformations of Normal Distributions