is sufficient. (iii) Let X1,...,Xn be identically and independently distributed according to a continuous distribution P

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is sufficient.

(iii) Let X1,...,Xn be identically and independently distributed according to a continuous distribution P ∈ P, and suppose that the distributions of P are symmetric with respect to the origin. Let Vi = |Xi| and Wi = V(i).

Then (W1,...,Wn) is sufficient for P.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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