31. Prove that each of the sets of simultaneous confidence intervals (29) and (31) is smallest among

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31. Prove that each of the sets of simultaneous confidence intervals (29) and (31) is smallest among all families that are equivariant under a suitable group of transformations.

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Testing Statistical Hypotheses

ISBN: 9780387949192

2nd Edition

Authors: E. L. Lehmann

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Question Posted: Nov 02, 2024 06:01 AM

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31. Prove that each of the sets of simultaneous confidence intervals (29) and (31) is smallest among all families that are equivariant under a suitable group of transformations.
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30. The only simultaneous confidence sets for all U'1/v. U E U, v that are equivariant under the groups GI-G3 of the text are those given by (28). 494
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31. Prove that each of the sets of simultaneous confidence intervals (29) and (31) is smallest among

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Testing Statistical Hypotheses

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