Edited by author 02-18-2004 01:37 PM
Michael: Thanks for your response to my message /m18. Just to clarify it again, so you are saying that I need to find another distribution with same Mean and Variance to compare the value of E(r(x)) to the one obtained under H*. So if I want to consider a normal distribution with N = 100, then under H* I will have to use x~N(50.5,833.25) to get the same variance and mean?

To respond to /m20. Noah, I did the exact same integration and came up with the same conflict between my theoretical and experimental results. As far the integration is concerned, I am pretty confident that it is right. I think we are missing some other factor or some other concept that is making our experimental results different. btw, in your integration expression you forgot to write a constant factor of (1/(sigma*(2*pi^0.5))).