(i) In Example 6.7.13 (continued) show that there exist CO, C1 such that 0() and 1() are...
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(i) In Example 6.7.13 (continued) show that there exist CO, C1 such that λ0(η) and λ1(η) are probability densities (with respect to Lebesgue measure).
(ii) Verify the densities h0 and h1.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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