Imperial College London

Emeritus ProfessorKarimAbadir

Business School

Emeritus Professor in Financial Econometrics
 
 
 
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Contact

 

k.m.abadir

 
 
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Location

 

3.0353 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Abadir:2005,
author = {Abadir, KM},
journal = {Econometric Theory},
pages = {477--482},
title = {THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES},
volume = {21},
year = {2005}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - Let x be a random variable whose first three moments exist. If the density of x is unimodal and positively skewed, then counterexamples are provided which show that the inequality mode median mean does not necessarily hold.I thank Andrey Vasnev for help with the graphs and Jan Magnus for various helpful discussions. I also thank Martin Bland, Paolo Paruolo, Peter Phillips, Michael Rockinger, and a referee for their comments. ESRC grant R000239538 is gratefully acknowledged.
AU - Abadir,KM
EP - 482
PY - 2005///
SP - 477
TI - THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES
T2 - Econometric Theory
VL - 21
ER -