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 IR. Show, inf F∈F PF {F ∈ Rn,1−α} ≥ 1 − α .
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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