Show that if (0) is an unbiased level acceptance region of a test of H0:

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Show that if λ(θ0) is an unbiased level α acceptance region of a test of H0: θ = θ0 versus H1: θ ≠ θ0 and C(x) is the 1 - α confidence set formed by inverting the acceptance regions, then C(x) is an unbiased 1 - α confidence set.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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