Let (S) be a linear rank statistic of the form [S=sum_{i=1}^{n} c(i) aleft(r_{i}ight)] If (mathbf{R}) is a
Question:
Let \(S\) be a linear rank statistic of the form
\[S=\sum_{i=1}^{n} c(i) a\left(r_{i}ight)\]
If \(\mathbf{R}\) is a vector whose elements correspond to a random permutation of the integers in the set \(\{1, \ldots, n\}\) then prove that \(E(S)=n \bar{a} \bar{c}\) and
\[V(S)=(n-1)^{-1}\left\{\sum_{i=1}^{n}[a(i)-\bar{a}]^{2}ight\}\left\{\sum_{j=1}^{n}[c(j)-\bar{c}]^{2}ight\}\]
where
\[\bar{a}=n^{-1} \sum_{i=1}^{n} a(i)\]
and
\[\bar{c}=n^{-1} \sum_{i=1}^{n} c(i)\]
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