Suppose X1,..., Xn are i.i.d. and uniformly distributed on (0, ). Let p(x) = 1 I{0 <

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Suppose X1,..., Xn are i.i.d. and uniformly distributed on (0, θ).

Let pθ(x) = θ−1 I{0 < x < θ} and Ln(θ) = 

i pθ(Xi). Fix p and θ0. Determine the limiting behavior of Ln(θ0 + hn−p)/Ln(θ0) under θ0. For what p and h is the limiting distribution nondegenerate?

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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