If n p, the matrix S with (i, j) component Si,j defined in (7 53) is singular If n p, it is nonsingular with probability 1 If n p, the test is the only test that is invariant under the group of nonsingular linear transformations ...

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If n p, the matrix S with (i, j) component Si,j defined in (7.53) is singular.

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If n ≤ p, the matrix S with (i, j) component Si,j defined in

(7.53) is singular. If n>p, it is nonsingular with probability 1. If n ≤ p, the test φ ≡ α is the only test that is invariant under the group of nonsingular linear transformations.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 04:01 AM

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If n p, the matrix S with (i, j) component Si,j defined in (7.53) is singular.

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Testing Statistical Hypotheses

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