In the double exponential location model of Example 15 3 2, show that a MLE estimator is a sample median n The test that rejects the null hypothesis if n1 2 n z1 is AUMP and is asymptotically equivalent to Raos score test in the sense of Problem 15 25 ...

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In the double exponential location model of Example 15.3.2, show that a MLE estimator is a sample

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In the double exponential location model of Example 15.3.2, show that a MLE estimator is a sample median θˆ

n. The test that rejects the null hypothesis if n1/2θˆ

n > z1−α is AUMP and is asymptotically equivalent to Rao’s score test in the sense of Problem 15.25.

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Testing Statistical Hypotheses Volume I

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In the double exponential location model of Example 15.3.2, show that a MLE estimator is a sample

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Testing Statistical Hypotheses Volume I

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