Extension of Theorem 3.7.1. The conclusions of Theorem 3.7.1 remain valid if the density of a sufficient
Question:
Extension of Theorem 3.7.1. The conclusions of Theorem 3.7.1 remain valid if the density of a sufficient statistic T (which without loss of generality will be taken to be X), say pθ(x), is STP3 and is continuous in x for each
θ.
[The two properties of exponential families that are used in the proof of Theorem 3.7.1 are continuity in x and
(a) of the preceding problem.]
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Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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