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¯

S−1X¯ = Y¯

T −1 Y¯ , then a transformation C that transforms one to the other is given by C =

Y (X S−1X)−1X S−1.]

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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Question Posted: Nov 04, 2024 03:00 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 Volume I

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