An alternative expression for (6.68) is obtained if the distribution of Z is characterized by (, F,
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An alternative expression for (6.68) is obtained if the distribution of Z is characterized by (ρ, F, G). If then G = h(F) and h is differentiable, the distribution of n and the Sj is given by
ρm(1 − ρ)
nE
h
(U(s1)) ··· h
(U(sn))
, (6.69)
where U(1), < ··· < U(N) is an ordered sample from U(0, 1).
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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