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6.40 Let X1, ..., Xn be iid observations from a location-scale family. Let Ti(X1, . .., Xn) and T2(X1, ..., Xn) be two statistics that
6.40 Let X1, ..., Xn be iid observations from a location-scale family. Let Ti(X1, . .., Xn) and T2(X1, ..., Xn) be two statistics that both satisfy Ti(ari + b, . .., arn + b) = aTi (1 1 , ..., In) for all values of r1, . .., In and b and for any a > 0. (a) Show that Ti/T2 is an ancillary statistic. (b) Let R be the sample range and S be the sample standard deviation. Verify that R and S satisfy the above condition so that R/S is an ancillary statistic
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