Show that the statistic W given in (7.55) is maximal invariant. [Hint: If (X,S ) and

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Show that the statistic W given in (7.55) is maximal invariant.

[Hint: If (X,S ¯ ) and (Y,T ¯ ) are such that X¯ T S−1 X¯ = Y¯ T T −1 Y , ¯

then a transformation C that transforms one to the other is given by C =

Y (XT S−1X)

−1XT S−1.]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 04:01 AM

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Show that the statistic W given in (7.55) is maximal invariant. [Hint: If (X,S ) and

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Testing Statistical Hypotheses

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