Suppose X1,..., Xn are i.i.d. according to a model which is q.m.d. at 0. For testing

Suppose X1,..., Xn are i.i.d. according to a model which is q.m.d.

at θ0. For testing θ = θ0 versus θ = θ0 + hn−1/2, consider the test ψn that rejects H if log(Ln,h) exceeds z1−ασh − 1 2σ2 h, where Ln,h is defined by (14.54) and σ2 h =

h, I(θ0)h. Find the limiting value of Eθ0+hn−1/2 (ψn).