Generalization of Corollary 5.11.1. Let H be the class of densities (5.80) with > 0 and

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Generalization of Corollary 5.11.1. Let H be the class of densities (5.80) with σ > 0 and −∞ < ζi < ∞ (i = 1,...,N). A complete family of tests of H at level of significance α is the class of permutation tests satisfying 1

r



z∈S(z)

φ(z

) = α a.e.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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