Let (Z1, Z2,...Zn) be a random sample from a continuous distribution and let (r1, r2, ......ri,......

Let (Z1, Z2,...Zn) be a random sample from a continuous distribution and let (r_1, r_2,
......r_i,... r_j.....r_n)be the ranks.

Show that COV (r_i, r_j )= -( N+1)/12.

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Answer:

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orchestra answered 2 years ago

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