Assume the conditions of Theorem 13.5.1, Consider the problem of testing g() = 0 against g() =

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Assume the conditions of Theorem 13.5.1, Consider the problem of testing g(θ) = 0 against g(θ) = 0. Restrict attention to tests φn that are asymptotically unbiased in the sense lim inf n inf

{θ: g(θ)=0}

Eθ(φn) ≥ α , as well as (13.69). Prove a result analogous to Theorem 13.5.1. Hint: See Problem 5.10.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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