need not hold when G is infinite follows by comparing the best invariant estimates of (i) with

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need not hold when G is infinite follows by comparing the best invariant estimates of (i) with the estimate δ1(x) which is X + 1 when X < 0 and X − 1 when X ≥ 0.

Section 1.9

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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