(i) If X1,...,Xm and Y1,...,Yn are samples from F(x) and G(y) = F(y ) respectively (F...

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(i) If X1,...,Xm and Y1,...,Yn are samples from F(x) and G(y) = F(y − ∆) respectively (F continuous), and D(1) < ··· < D(mn)

denote the ordered differences Yj − Xi, then P 

D(k) < ∆ < D(mn+1−k)



= P0[k ≤ U ≤ mn − k], where U is the statistic defined in

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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