Question: For a statistic T with cdf F(t) and p(t) = P(T = t), the mid-distribution function is F mid (t) = F(t) 0.5 p(t)

For a statistic T with cdf F(t) and p(t) = P(T = t), the mid-distribution function is Fmid(t) = F(t) – 0.5 p(t) (Parzen 1997). Given T = t0, show that the mid-P-value equals 1 – F(t0). (It also satisfies E[Fmid(T)] = 0.5 and var[Fmid(T)] = (1/12){1 – E[p2(T)]}.)

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