Let X1,..., Xn be i.i.d. N(0, 1). Let Mn = max(X1,..., Xn). (i) Show that P{Mn

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Let X1,..., Xn be i.i.d. N(0, 1). Let Mn = max(X1,..., Xn).

(i) Show that P{Mn ≥ √2 log n} → 0.

(ii) Compute the limit of P{Mn ≥ z1− α

n }.

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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 X1,..., Xn be i.i.d. N(0, 1). Let Mn = max(X1,..., Xn). (i) Show that P{Mn

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Testing Statistical Hypotheses Volume I

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