Let X1,..., Xn be i.i.d. normal with mean and variance 1. Let X n be the

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Let X1,..., Xn be i.i.d. normal with mean θ and variance 1. Let X¯ n be the usual sample mean and let X˜ n be the sample median. Let pn be the probability that X¯ n is closer to θ than X˜ n is. Determine limn→∞ pn.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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