Prove (12.76). Then, show that [(r) ()]1 [I(r) ()] . What is the statistical interpretation of

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Prove (12.76). Then, show that

[Σ(r)

(θ)]−1 ≤ [I(r)

(θ)] .

What is the statistical interpretation of this inequality?

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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