Please can someone explain the steps for deriving the probability density function of median for Normal Distribution
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Does this answer your question? Standard error of the median (especially answer https://stats.stackexchange.com/a/61759/173546) and/or https://math.stackexchange.com/questions/2666305/standard-error-of-median – Marjolein Fokkema Apr 21 '21 at 09:07
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It does to some extent but my main question is how did they derive that formula for variance of median. How to obtain f(m)? – Srishti Batra Apr 21 '21 at 10:12
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I believe the derivation of the asymptotic distribution is provided here https://en.wikipedia.org/wiki/Median#The_sample_median – Marjolein Fokkema Apr 21 '21 at 10:30
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Thank you so much – Srishti Batra Apr 22 '21 at 05:58
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Your welcome! Although the link to the Central limit theorem for sample medians above may have been more useful. – Marjolein Fokkema Apr 23 '21 at 13:10