Suppose that we wish to test the hypotheses (9.6.9).We shall use the statistic U defined in Eq.

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Suppose that we wish to test the hypotheses (9.6.9).We shall use the statistic U defined in Eq. (9.6.3) and reject H0 if |U| is large. Prove that the p-value when U = u is observed is 2[1− Tm+n−2(|u|)].
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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