Suppose 0 = {0}. In order to determine c = c(n, ) in (13.32), define c(n, )

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Suppose Ω0 = {θ0}. In order to determine c = c(n, α) in

(13.32), define c(n, α) to be c(n, α) = inf{d : Pθ0 {Tn > d} ≤ α} .

Argue that this choice of c(n, α) satisfies (13.32). What if Tn > d is replaced by Tn ≥ d ?

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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