1. The confidence intervals L(u; y, S) = ui yi c(S) are equivariant under G3 if...

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1. The confidence intervals L(u; y, S) = ui yi − c(S) are equivariant under G3 if and only if L(u; by, bS) = bL(u; y, S) for all b > 0.

2. The most general confidence sets (9.131) which are equivariant under G1, G2, and G3 are of the form (9.132).

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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Question Posted: Nov 04, 2024 04:00 AM

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1. The confidence intervals L(u; y, S) = ui yi c(S) are equivariant under G3 if...

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Testing Statistical Hypotheses Volume I

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