Consider the uniform confidence band Rn,1 for F given by (11.36). Let F be the set of
Question:
Consider the uniform confidence band Rn,1−α for F given by
(11.36). Let F be the set of all distributions on RI . Show, inf F ∈F PF {F ∈ Rn,1−α} ≥ 1 − α .
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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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