2. Show that the following statistics are invariant under location or scale or locationscale group: (a) Xmedian(Xi).

Question:

2. Show that the following statistics are invariant under location or scale or locationscale group:

(a) X−median(Xi).

(b) X(n+1−k)

−X(k).

(c)

n i=1

|Xi−X|/n.

(d)

ni

=1(Xi−X)(Yi−Y)

{ni

=1(Xi−X)2ni

=1(Yi−Y)2}1/2 , where (X1,Y1, . . . , (Xn,Yn) is a random sample from a bivariate distribution.

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Related Book For  book-img-for-question

An Introduction To Probability And Statistics

ISBN: 9781118799642

3rd Edition

Authors: Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh

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