Generate two samples S1 and S2. of sizes m = 30 and m = 40 from the uniform distribution. Square the observations in the second sample. Llrhat is the theoretical distribution of the squared uniforms? Next. “forget” that you squared the second sample and test equality of the distributions. Repeat this testing procedure (with new samples, of course) 1000 times. PVhat proportion of p-values exceeded 5%?
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