Consider the sample of 20 observations from the Cauchy distribution given in the output of CAUCHY in Sec. 4.6. The pdf for this population is so that the variance does not exist. (a) Test the...

Consider the sample of 20 observations from the Cauchy distribution given in the output of CAUCHY in Sec. 4.6. The pdf for

this population is

so that the variance does not exist.

(a) Test the hypothesis n = 0 using the sign test. Consider

the alternative to be two-sided and the significance level

to be 0.0414.

(b) Test the hypothesis n = 0 as in part (a) using the Wilcoxon

signed-rank test at significance level approximately equal

to 0.05.