Generate 20 observations from a standard normal distribution and store them in the R variable ep. Repeat
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Generate 20 observations from a standard normal distribution and store them in the R variable ep. Repeat this and store the values in x. Compute y=x+ep and compute Kendall’s tau. Generally, what happens if two pairs of points are added at (2.1, −2.4)?
Does this have a large impact on tau? What would you expect to happen to the p-value when testing H0: τ = 0?
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Related Book For
Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780123869838
3rd Edition
Authors: Rand R. Wilcox
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