Let Xijk (k = 1,...,nij ; i = 1,,...,a; j = 1,...,b) be independently normally distributed with

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Let Xijk (k = 1,...,nij ; i = 1,,...,a; j = 1,...,b) be independently normally distributed with mean E(Xijk) = ξij and variance σ2. Then the test of any linear hypothesis concerning the ξij has a robust level provided nij → ∞ for all i and j.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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