Under the assumptions of Example 15.2.1 show that the squared efficacy of the Wald test is I(0).
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Under the assumptions of Example 15.2.1 show that the squared efficacy of the Wald test is I(θ0).
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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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