Theorem 12.5.1 provides a bound for dW (W, Z) where W = n1/2 n i=1 Xi and

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Theorem 12.5.1 provides a bound for dW (W, Z) where W =

n−1/2 n i=1 Xi and the Xi are independent with mean 0 and variance one. Extend the result so that V ar(Xi) = σ2 i may depend on i.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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Question Posted: Nov 04, 2024 04:01 AM

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Theorem 12.5.1 provides a bound for dW (W, Z) where W = n1/2 n i=1 Xi and the Xi are independent with mean 0 and variance one. Extend the result so that V ar(Xi) = 2 i may depend on i.
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Theorem 12.5.1 provides a bound for dW (W, Z) where W = n1/2 n i=1 Xi and

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Testing Statistical Hypotheses Volume I

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