The Hodges–Lehmann location estimator can be defined as the root of the Wilcoxon statistic
W(µ) = n i=1 sign(Xi − µ)rank(|Xi − µ|).
(a) Design an algorithm to compute the estimator that would need to sort only once.
(b) When n modulo 4 is 0 or 3, the estimator is the midpoint of the interval of roots of W. How would you handle that?
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