The size of each of the following tests is robust against nonnormality: (i) the test (7.24) as

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The size of each of the following tests is robust against nonnormality:

(i) the test (7.24) as b → ∞,

(ii) the test (7.26) as mb → ∞,

(iii) the test (7.28) as m → ∞.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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