Let P be N( , 1). Fix h and let n = hn1/2. Compute S(Pn 0 ,

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Let Pθ be N(θ , 1). Fix h and let θn = hn−1/2. Compute S(Pn 0 , Pn

θn

)

and its limiting value. Compare your result with the upper bound obtained from Theorem 15.1.3.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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Question Posted: Nov 04, 2024 04:01 AM

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Let P be N( , 1). Fix h and let n = hn1/2. Compute S(Pn 0 ,

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Testing Statistical Hypotheses Volume I

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