Let X1, . . . , Xm and Y1, . . . , Yn be the observations
Question:
(X1, Y1) . . . (X1, Yn),
(X2, Y1) . . . (X2, Yn),
.
.
.
(Xm, Y1) . . . (Xm, Yn).
Let U denote the number of these pairs for which the value of the X component is greater than the value of the Y component. Show that
U = S – 1/2 m(m + 1),
where S is the sum of the ranks assigned to X1, . . . , Xm, as defined in this section.
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Related Book For
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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