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Consider a random sample {X; (Xli, X2i)'} with i = 1, .., n. We are interested in whether Pr{X1; < 0} = Pr{X2; <

Consider a random sample {X; (Xli, X2i)'} with i = 1, .., n. We are interested in whether Pr{X1; < 0} = Pr{X2; < 0} . li Propose a test for this hypothesis with size a and show that the test has asymptotically correct size.

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