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Please help me solve this questionThank you Let (X1, Y,),...,(X,, Y,,) be independent and identically distributed pairs of continuous random variables. (a) Show that if

Please help me solve this questionThank you

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Let (X1, Y,),...,(X,, Y,,) be independent and identically distributed pairs of continuous random variables. (a) Show that if (X,, Y,) have a linear relation Y, = aX, +b with constant a > 0 and be (-00, 00), i= 1,...,n, then the Kendall correlation coefficient r =1. Is the converse also true (i.e., r =1 implies Y, = aX, + b for some constant a > 0 and be (-00,00), i= 1,...,n )? Explain why. [4] (b) Let D, = R; - S; , i=1,...,n, where (R1,..., R,, ) denote the ranks of (X,,...,X, ) and (S,,...,S,, ) the ranks of (Y1,..., Y,, ). Assume no ties in the ranks. Prove that 12 ER,S, - 3- n directly (not using equations (7.47) and (7.48) in Lecture Notes). [4] (c) The following data are observed from (X], Y,),...,(X,,, Y,, ) with n =12 and have been rearranged in increasing order of (X] ,..., X,,) : 5 7 11 15 16 19 25 30 34 42 58 12 5 9 33 26 12 64 18 42 78 47 56 Test the null hypothesis Ho of independent (X,, Y, ) against alternative H, : 7 > 0 at appropriate level of significance based on the Kendall statistic K using the normal approximation. [6] (d) Find an approximate 95% confidence interval of the Kendall correlation coefficient r based on the data in part (b) (formula (7.44) in Lecture Nots can still be used). [6] (e) Let r represent the correlation coefficient of (X,, Y,) . Test the null hypothesis Ho of independent (X;, Y,) against H, : r > 0 at appropriate level of significance based on the Spearman rank correlation coefficient r, and the data in part (b) above using the normal approximation. [5]

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