Under the assumptions of Theorem 13.2.1, suppose k 0 and >> 0. Show, for any N
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Under the assumptions of Theorem 13.2.1, suppose θk → θ0 and β>α> 0. Show, for any N < ∞, there does not exist a test φk with k ≤ N such that lim infk Eθk (φk) ≥ β.
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Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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