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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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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