This is a question I have wondered about for a long time and have never been able to find a full mathematical explanation behind this.
Suppose there are 100 countries. As an experiment:
- We give Person A the median income of each country
- We give Person B the mean income of each country
Now, suppose the following happens:
- Person A decides to take the mean of all median incomes
- Person B decides to take the median of all mean incomes
- Person C shows up out of nowhere and decides to take the median of all median incomes
My Question: Using mathematics, we can we demonstrate that perhaps some of these calculations are not very "meaningful"? For example, can we somehow show that some of these calculations lack important mathematical properties and are basically arbitrary?
Thanks!

The relationship between these calculations depends on the skewness of the underlying distributions.
If it is right skewed, then the average of the medians will be less than the median of the means, since mean > median.
The opposite is true of left skewed distributions.
The median of medians isn't really special, just another way to express the typical median income over all countries.