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∙The most important special case isE∑j1mXj∑j1mEXj47
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∙Unlike the mean, the median is not a linear operator. In fact, ingeneralMedXY≠MedXMedY.As a simple example, letXtake on the values−1,0with probabilities1/3,2/3andYtake on the values0,1with probabilities1/3,2/3and assume they are independent. The random variableZXYtakeson the values−1,0,1with probabilities1/9,4/9,4/9. SoMedXYMedZ0MedXMedY011.48