Compute the Hodges-Lehmann statistic for a data sample.
Let's replace two of the values with very large values.
The Hodges-Lehmann statistic stays bounded, because it has a high breakdown point.
Compute the Hodges-Lehmann statistic for an exponential distribution.
The symbolic result below evaluates to the same floating point number if the parameter is 1.
Generate a random sample of size 1000000 from the same distribution and compute the sample's Hodges-Lehmann statistic.
Consider the following Matrix data set.
We compute the Hodges-Lehmann statistic for each of the columns.