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Exercise 37 (#7.64). Let (X1, ..., Xn) be a random sample of binary random variables with unknown p= = P(X; = 1). (i) The confidence

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Exercise 37 (#7.64). Let (X1, ..., Xn) be a random sample of binary random variables with unknown p= = P(X; = 1). (i) The confidence set for p obtained by inverting acceptance regions of Rao's score tests is C3(X) = {p : n(n p)?

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