Hello! I have a question about the following problem, not sure
how to approach it...
This is from Mathematical Statistics and Data Analysis, Chapter
11, Problem 11.41
The Hodges-Lehmann shift estimate is defined to be d =median(Xi
−Yj), where X1 , X2 , . . . , Xn
are independent observations from a distribution F and
Y1,Y2,...,Ym are independent
observations from a distribution G and are independent of the
Xi.
Show that if F and G are normal distributions, then...