Question: Some texts define the Wilcoxon signed rank statistic as S n = iRi, where i = 1 if Xi > 0 and 0 otherwise. Determine
Some texts define the Wilcoxon signed rank statistic as S˜
n = η˜iRi, where η˜i = 1 if Xi > θ0 and 0 otherwise. Determine the mean and variance of S˜
n, and show that tests based on Sn and on S˜
n are equivalent in the following sense: under a null hypothesis, Sn = S˜
n − S˜∗
n, where S˜
n and S˜∗ have the same distribution
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