Mann-Whitney test pivotal quantity & randomized block design

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The discussion revolves around two main statistical concepts: proving pivotal quantities in the context of the Mann-Whitney test and understanding the components of a randomized block design. The user is struggling to demonstrate that W1(δ) and U1(δ) are pivotal quantities, questioning whether proving W1(δ) suffices for U1(δ) due to its independence from the parameter δ. Additionally, the user is attempting to prove the equation SS = SSE + SST + SSB, but is encountering difficulties in simplification and verification of the components involved. The user expresses frustration over the time spent on these assignments and seeks assistance to clarify these statistical proofs. Overall, the thread highlights challenges in understanding pivotal quantities and variability measures in statistical analysis.
Sander1337
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Hi there,

I have a question about an assignment I got from school.

They were initially 12 assignments, I've finished 10 so far but I still can't figure how my last 2 assignments work.

First there is the question;

Prove that W1(δ) and U1(δ) are pivotal quantities, where W1(δ) = sum of ranks assigned to Y11-δ,...,Y1n-δ and U1(δ) = W1(δ) - n(n+1)/2.

I really don't understand how to prove that. I can imagine that proving that W is a pivotal quantity, will automatically result in U being a pivotal quantity since W is independent from parameter δ (is that the right parameter?).

Second question is about randomized block design.

The given question/assignment was; prove that SS=SSE+SST+SSB where;
SSE=measures variability in populations
SST=measures variability due to differences in populations
SSB=measures variability between blocks (?)
SS= measures total variability in data

http://img4.imageshack.us/img4/2817/knipseli.jpg

I decided that it would be a lot more convinient to prove SS-SST-SSB=SSE since their formula's aren't so complex as the one from SSE is

Nevertheless it doesn't add up... When I simplefy them all (and with some help of reverse engineering -> simplefy SSE as well) I eventually end up with \Sigma\Sigma(YijYi\bullet-YijY\bulletj which should be equal to 2... (the bullets are supposed to be before respectively behind the j and the i in subscript)

I worked it all out, if any of you would like to see scans/images of what I've written on paper to see what I've done, just ask. I think I've made a mistake in simplefying the initial errors before I all summed them up. Nevertheless, on request, I will post my complete 3-page (bad handwriting) simplification/solution so far...

Please help me out on this, I'm going to get beserk in a matter of minutes cause the first 10 assignments already took me about 3 days to finish, but these 2 already took me a day and I still can't get how to prove them both...

Kind regards,

Sander
 
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Sorry for posting this in the wrong forum. I didn't knew wether this was a homework question or not, since I have a question about a method instead of about homework..

Please move post to right section if moderator thinks otherwise!
 
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