Exercise5.11 Let Y1, ,Yn Pois(). DeriveasymptoticWald,score(Rao)andGLRTtestsfor testing H0 : =0 vs. H1 :
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Exercise5.11 Let Y1, · ·· ,Yn ∼ Pois(λ). DeriveasymptoticWald,score(Rao)andGLRTtestsfor testing H0 : λ =λ0 vs. H1 : λ ̸=λ0 at level α. Showthatallthethreetestsareasymptoticallysimilar.
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Statistical Theory A Concise Introduction Texts In Statistical Science
ISBN: 9781032007458
2nd Edition
Authors: Felix Abramovich, Ya'acov Ritov
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