Generate 20 observations from a standard normal distribution, and store them in the R or S-PLUS variable ep. Repeat this and store the values in x. Compute y=x+ep and compute Kendall’s tau. Generally,...


Generate 20 observations from a standard normal distribution, and store them in the R or S-PLUS variable ep. Repeat this and store the values in x. Compute y=x+ep and compute Kendall’s tau. Generally, what happens if two pairs of points are added at (2.1, −2.4)? Does this have a large impact on tau? What would you expect to happen to the p-value when testing H0: τ = 0?



May 22, 2022
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