Simple Ain’t Easy: Real-World Problems with

Basic Summary Statistics

John Myles White and other contributors

Problem 1
The sampling distribution of the median can be multimodal if the source distribu-
tion is multimodal.

Example:
Let D be a distribution defined as a 50/50 mixture of two normals. As a specific
example, we will assume that D is a mixture of two normals: N (−10, 1) and
N (+10, 1). The PDF for this distribution is shown in Figure median/001/001:
For this bimodal source distribution, D, the sampling distribution is not close to
being normally distributed, because the median is most likely to be defined by
either two points from the first mixture component or by two points from the
second mixture component. This can be seen in the simulation results shown
below:
In this case, the contrast between the erratic behavior of the sample mean and
the sample median is very stark. As predicted by the Central Limit Theorem,
the sampling distribution of the mean is approximately normal:
In the table below, we show the estimated standard deviations of the sampling
distributions of the sample median and sample mean for this case. The median
is roughly 20x more variable:

Std. Dev. of Sample Median Std. Dev. of Sample Mean

2.918197 0.1612805

1
 0.20
0.15
mypdf(x)

0.10
0.05
0.00

−10 −5 0 5 10

Figure 1: Probability Density Function of Source Distribution

2
 200000
150000
Frequency

100000
50000
0

−4 −2 0 2 4

medians

Figure 2: Histogram of the Sampling Distribution of the Median

3
 200000
150000
Frequency

100000
50000
0

−0.5 0.0 0.5

means

Figure 3: Histogram of the Sampling Distribution of the Mean

4
Problem 2
For binary outcome data, the median almost certainly equals 0 or 1.

Example:
Let D be a Bernoulli distribution with parameter, p. Consider any finite sample,
(x1 , . . . , xn ), of n IID draws from D. Suppose that we calculate the median of
this sample.
If n is odd, the median is always a specific draw from this distribution, which is
either 0 or 1.
If n is even, the median is either 0, 0.5, or 1. Importantly, the median is only
equal to 0.5 if the number of 0’s and 1’s in the data is exactly balanced. This is
fairly rare event, especially as p gets further from 0.5.

Problem 3
The median is not a function of all parameters of the data generating process.

Example:
Consider the following mixture model:

• We draw 99 values from a uniform distribution over the interval [0, 1].
• We draw 1 value from a right-shifted exponential, defined as y ∼ X + 10,
where X is an exponential distribution with mean t.

In this case, the sample distribution of the median is independent of t.

Consider the contrast between the sampling distributions of the median and the
mean for two source distributions: one with t = 1 and another with t = 1000.

5
 15000
10000
Frequency

5000
0

0.3 0.4 0.5 0.6 0.7

medians1

Figure 4: Sampling Distribution of Medians: t = 1

6
 15000
10000
Frequency

5000
0

0.3 0.4 0.5 0.6 0.7

medians1000

Figure 5: Sampling Distribution of Medians: t = 1000

7
 25000
20000
15000
Frequency

10000
5000
0

0.50 0.55 0.60 0.65 0.70 0.75

means1

Figure 6: Sampling Distribution of Means: t = 1

8
 35000
30000
25000
20000
Frequency

15000
10000
5000
0

0 20 40 60 80 100 120

means1000

Figure 7: Sampling Distribution of Means: t = 1000