The null distribution of the Wilcoxon signed-rank statistic T+ is determined from the fact that under the

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The null distribution of the Wilcoxon signed-rank statistic T+ is determined from the fact that under the null hypothesis of a symmetric distribution about zero, each of the ranks 1, 2, . . . , n is equally likely to be associated with a positive sign or a negative sign. Moreover, the signs are independent of the ranks.
(a) Considering the case n = 3, identify all 23 = 8 possible associations of signs with the ranks 1, 2, and 3, and determine the value of T+ for each association.
(b) Assigning the equal probability of g to each case, obtain the distribution of T+ and verify that the tail probabilities agree with the tabulated values.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Statistics Principles And Methods

ISBN: 9780470904114

7th Edition

Authors: Richard A. Johnson, Gouri K. Bhattacharyya

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