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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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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