Question: 18. The m sample problem: Consider m independent random samples of respective sizes n1, . . . , nm from the respective population distributions F1,

18. The m sample problem: Consider m independent random samples of respective sizes n1, . . . , nm from the respective population distributions F1, . . . , Fm; and consider the problem of testing H0 : F1 = F2 = · · · = Fm. To devise a test, let Ri denote the sum of the ranks of the ni elements of sample i, i = 1, . . . ,m. Show that when H0 is true

n; (N + 1) (a) E[R]= where N = n 2

(b) Using the foregoing, and drawing insight from the goodness of fit test statistic, determine an appropriate test statistic for H0.

(c) Explain how an algorithm that generates a random permutation of the integers 1, 2, . . . ,N can be employed in a simulation study to determine the p-value when using the statistic in part

(b) to test H0.

n; (N + 1) (a) E[R]= where N = n 2

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