(i) Given , find the smallest and largest value of (11.42) as 2/ 2 varies from 0...

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(i) Given ρ, find the smallest and largest value of (11.42) as

σ2/τ 2 varies from 0 to ∞.

(ii) For nominal level α = .05 and ρ = .1, .2, .3, .4, determine the smallest and the largest asymptotic level of the t-test as σ2/τ 2 varies from 0 to ∞.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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