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 2 σ2 h, where Ln,h is defined by (12.54)

and σ2 h = h, I(θ0)h. Find the limiting value of Eθ0+hn−1/2 (ψn).