我们书上的定义:
For each random variable X, a median of the distribution of X is defined as a number m such that Pr(X<=m)>=1/2 and Pr(X>=m)>=1/2.
In other words, a median is a point m that satisfies the following two requirements:
First,if m is included with the values of X to the left of m,then
Pr(X>=m)>=Pr(X>m).
Second,if m is included with the values of X to the right of m,then
Pr(X>=m)>=Pr(X<m).
Accroding to the definition, every distribution must have at least one median,and for some distribution every number in some interval can be a median. If there is a number m such that Pr(X<m)=Pr(X>m),that is,if the number m does actually divide the total probability into two equal parts, then m will of course be a median of the distribution of X.
引自:Probability and Statistics(THIRD EDITION) Morris H. DeGroot and Mark J. Schervish
这是从概率上面解释的,一个参考吧。 |