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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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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