Under the setup of Lemma 3.3.1, show that there exists a realvalued statistic T(X) so that the

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Under the setup of Lemma 3.3.1, show that there exists a realvalued statistic T(X) so that the rejection region is necessarily of the form (3.45).

[Hint: Let T(X) = −pˆ.]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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