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Statistica Neerlandica (1998) Vol. 52, nr. 3, pp. 356±359

Mean, median, mode IV


B. Abdous*
DeÂpartement de matheÂmatiques et d'informatique, Universite du
QueÂbec aÁ Trois-RivieÁres, Trois-RivieÁres, QueÂbec, Canada G9A 5H7

R. Theodorescu{
DeÂpartement de matheÂmatiques et de statistique, Universite Laval,
Saint-Foy, QueÂbec, Canada G1K 7P4

This note continues the discussion about the well-known mean-


median-mode inequality (RUNNENBURG, 1978, VAN ZWET, 1979, and
DHARMADHIKARI and JOAG-DEV, 1983). A discrete analogue of this
inequality is proved under similar conditions as those used for the
classical Khinchin unimodality on R.

Key Words & Phrases: discrete unimodality, mean-median-mode


inequality, unimodality.

1 Introduction
Several authors considered the mean-median-mode inequality for continuous
unimodal distributions (e.g. TIMERDING, 1915, GRêNEVELD and MEEDEN, 1977),
and the triptych (RUNNENBURG, 1978, VAN ZWET, 1979, and DHARMADHIKARI and
JOAG-DEV, 1983). To the best of our knowledge, the discrete case has not been yet
investigated. In this note, we give a sucient condition under which the mean-
median-mode inequality holds for a discrete random variable.
Let X be a random variable and denote by F its distribution function. If X is
Z-valued, denote by fpi : i 2 Zg its probability mass function. Some care is needed in
distinguishing between the unimodality of an R-valued random variable and that of a
Z-valued random variable.
DEFINITION 1. (1) An R-valued random variable X is said to be unimodal about a
mode M if its distribution function F is convex for x < M and concave for x > M.
(2) A Z-valued random variable X is unimodal about a mode M 2 Z, if

pi  pi ÿ1 for iM
pi  pi ÿ1 for iM‡1

* belkacem abdous@uqtr:uquebec:ca
{ Work supported by the Natural Sciences and Engineering Research Council of Canada and
by the Fonds F.C.A.R. of the Province of Quebec.
# VVS, 1998. Published by Blackwell Publishers, 108 Cowley Road, Oxford OX4 1JF, UK and 350 Main Street, Malden, MA 02148, USA.
Mean, median, mode IV 357

We will denote by ‰M  ; M  Š the interval containing all modes of X. If X is R-valued


and unimodal, then its distribution function F, apart from a possible mass at the
mode, is absolutely continuous.
A median of X is any real number m such that

P…X  m†  0:5  P…X  m† …1†

let ‰m ; m Š be the interval containing all medians of X. If X is R-valued and


unimodal, then m is unique.
Next, let X and Y be two random variables with distribution functions F and G,
respectively. We say that X is stochastically larger than Y and write X st Y if
F…x†  G…x† for all x (SHAKED and SHANTHIKUMAR, 1994, Section 1.A., p. 3). X  will
denote the positive (negative) part of X.
DHARMADHIKARI and JOAG-DEV (1988, Thoerem 1.14, p. 34) proved the following
result:
THEOREM 1. Let X be an R-valued unimodal random variable. Let m be the (unique)
median of X and suppose that m ˆ E…X† is well de®ned. If

…X ÿ m† ‡ st …X ÿ m† ÿ …2†

then X has a mode M satisfying M  m  m.


Condition (2) is equivalent to

P……X ÿ m† > x† ÿ P……X ÿ m† < ÿx†  0 for any x > 0 …3†

EXAMPLE 1. Theorem 1 does not hold in the discrete case. To see this, take the example
in DHARMADHIKARI and JOAG-DEV (1983, p. 168). Let X be a discrete random variable
with the distribution

i ÿ2 ÿ1 0 1 2
pi 6=32 6=32 6=32 7=32 7=32

We have M  ˆ 1, M  ˆ 2, m ˆ 0, and m ˆ 3=32. Although Condition (2) is ful®lled,


the conclusion of Theorem 1 fails.

2 Discrete analogues
The following result is the discrete analogue of Theorem 1:
THEOREM 2. Let X be a Z-valued unimodal random variable. Let m be a median of X
such that

P……X ÿ m† > x† ÿ P……X ÿ m†  ÿx†  0 for any x > 0 …4†

and suppose that m ˆ E…X† is well de®ned. Then X has a mode M satisfying
M  m  m.
# VVS, 1998
358 B. Abdous and R. Theodorescu

PROOF. If (4) holds, then

m ÿ m ˆ E…X ÿ m† ˆ E‰…X ÿ m† ‡ Š ÿ E‰…X ÿ m† ÿ Š


…
1

ˆ fP……X ÿ m† > x† ÿ P……X ÿ m† < ÿx†g dx  0


0

It remains to show that there exists a mode M such that m  M. Observe that X being
discrete, all its modes are in Z and at least one median m 2 Z. If m is unique, then
necessarily it belongs to Z, otherwise any m 2 ‰m ; m Š, with m ˆ m ‡ 1, is a
median.
(a) Let m 2 Z and assume that m < M  . Then the unimodality of X entails

X
M X
m
pj > pj
j ˆm‡ 1 j ˆ2mÿM  ‡ 1

or equivalently

P…X > m† ÿ P…X > M  † > P…X  m† ÿ P…X  2m ÿ M  †

By (1), we obtain

P…X ÿ m  ÿ…M  ÿ m†† > P…X ÿ m > M  ÿ m†

This contradicts (4). Consequently m  M .


(b) Let now m 62 Z and assume m < M  . Since X is discrete,

P…X  j 0 † ˆ P…X  … j 0 ‡ 1†† ˆ 0:5 with j 0 ˆ bmc < m < j 0 ‡ 1 …5†

Therefore, if m < M  , then the unimodality of X ensures that

pM   pj 0 ‡1 and pM  > pj 0

Consequently,

X
M X
j0
pj > pj
j ˆj 0 ‡1 j ˆ2j 0 ÿM  ‡1

This inequality and (5) lead to

P……X ÿ m†  …2j 0 ÿ M  ÿ m†† > P……X ÿ m† > …M  ÿ m††

To conclude, use the fact that 2j 0 ÿ M  ÿ m < m ÿ M  to see that

P……X ÿ m†  ÿ…M  ÿ m†† > P……X ÿ m† > …M  ÿ m††

This contradicts (4). &


# VVS, 1998
Mean, median, mode IV 359

REMARK 1. For Example 1, the unique median m ˆ 0 violates Condition (4).


REMARK 2. The statement in Theorem 2 holds for both R-valued and lattice settings if
we assume that in the R-valued case F does not charge any x 2 R. In this case (3) and
(4) reduce to VAN ZWET conditions (1979, (1.2), p. 1),

F…m ‡ x† ‡ F…m ÿ x†  1 for any x > 0

In a similar manner we may prove:


THEOREM 3. Let X be a Z-valued unimodal random variable. Let m be a median of X
such that

P……X ÿ m†  x† ÿ P……X ÿ m† < ÿx†  0 for any x > 0

and suppose that m ˆ E…X† is well de®ned. Then X has a mode M satisfying
M  m  m.
REMARK 3. Reversing the inequality sign  in (4) is not sucient to ensure the
inequality M  m  m. Indeed, let us slightly modify Example 1, by considering the
distribution

i ÿ2 ÿ1 0 1 2
pi 7=32 7=32 6=32 6=32 6=32

Although this distribution satis®es the condition

P……X ÿ m† > x† ÿ P……X ÿ m†  ÿx†  0 for any x > 0

we have

M  ˆ ÿ2 < M  ˆ ÿ1 < m ˆ ÿ3=32 < m ˆ 0

References
DHARMADHIKARI, S. W. and K. JOAG-DEV (1983), Mean, median, mode III, Statistica
Neerlandica 37, 165±168.
DHARMADHIKARI, S. W. and K. JOAG-DEV (1988), Unimodality, convexity, and applications,
Academic Press, New York.
GRêNEVELD, R. A. and G. MEEDEN (1977), The mode, median, and mean inequality, American
Statistician 31, 120±121.
RUNNENBURG, J. TH. (1978), Mean, median, mode, Statistica Neerlandica 32, 73±79.
SHAKED, M. and J. G. SHANTHIKUMAR (1994), Stochastic orders and their applications, Academic
Press, New York.
TIMERDING, H. E. (1915), Die Analyse des Zufalls, Braunschweig (in Leiden University Library).
ZWET, W. R. VAN (1979), Mean, median, mode II, Statistica Neerlandica 33, 1±5.

Received: May 1996. Revised: March 1997.

# VVS, 1998

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