Let n be the classical t-test for testing the mean is zero versus the mean is positive,

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Let φn be the classical t-test for testing the mean is zero versus the mean is positive, based on n i.i.d. observations from F. Consider the power of this test against the distribution N(µ, 1). Show the power tends to one as µ → ∞.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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