Skip to main content

All Questions

0 votes
1 answer
401 views

How do I find the variance and covariance of ranks of independent RVs?

I know how to prove (a), while I don't have idea on(b). It would be nice if u can give me some hints "$R_1,... R_n$ are their Wilcoxon singed ranks" means the absolute rank of $X_i-m$. Here $m = 0$, ...
Gillian Cheung's user avatar
4 votes
1 answer
1k views

How to prove the test statistic of the Wilcoxon signed rank test is symmetric about mean

How to prove the test statistic of the Wilcoxon signed rank test is symmetric about its mean? I know that if I want to prove a distribution is symmetric, I need to show $f(m-t)= f(m+t)$ but $W$ doesn'...
Gillian Cheung's user avatar
4 votes
2 answers
3k views

Prove the relationship between Walsh averages and Wilcoxon signed rank test

In my lecture notes it is stated that sum of all positive signed ranks (defined in Wilcoxon signed rank test) = the number of Walsh averages that are greater than median How can I prove this ...
Gillian Cheung's user avatar