Consider the uniform confidence band Rn,1 for F given by (11.36). Let F be the set of

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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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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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