Prove (iii) of Theorem 14.4.2. Hint: If 0 satisfies the null hypothesis g(0) = 0, then testing
Question:
Prove (iii) of Theorem 14.4.2. Hint: If θ0 satisfies the null hypothesis g(θ0) = 0, then testing 0 behaves asymptotically like testing the null hypothesis D(θ0)(θ − θ0) = 0, which is a hypothesis of the form considered in part (ii) of the theorem.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
Question Posted: