The broken sample problem revisited: Proof of a conjecture by Bai-Hsing and high-dimensional extensions

Simiao Jiao, Yihong Wu, Jiaming Xu

We revisit the classical broken sample problem: Two samples of i.i.d.\ data points $\mathbf{X}=\{X_1,\dots ,X_n\}$ and $\mathbf{Y}=\{Y_1,\dots ,Y_m\}$ are observed w…