1. Generate 20 observations from a standard normal distribution, and store them in the R variable ep....
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1. 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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Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780128200988
5th Edition
Authors: Rand R. Wilcox
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