Let X be distributed according to P, , and let T be sufficient for .
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Let X be distributed according to Pθ, θ ∈ Ω, and let T be sufficient for θ. If ϕ(X) is any test of a hypothesis concerning θ, then ψ(T) given by
ψ(t) = E[ϕ(X) | t] is a test depending on T only, an its power function is identical with that of ϕ(X).
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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