3.10 (a) If X is a random variable with a continuous distribution function, symmetric about zero, then
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3.10
(a) If X is a random variable with a continuous distribution function, symmetric about zero, then sign X and |X| are stochastically independent.
(b) Prove that the linear signed rank statistic (3.89) is a nondecreasing step function of with probability 1, provided the score function '+ is nondecreasing on (0, 1) and '+(0) = 0. (See van Eeden (1972) or Jurecková and Sen (1996), Section 6.4.)
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Robust Statistical Methods With R
ISBN: 9781032092607
2nd Edition
Authors: Jana Jurecková, Jan Picek, Martin Schindler
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