Using the notation of the previous two exercises, let W1/2 be the signed square root of W,
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Using the notation of the previous two exercises, let ±W1/2 be the signed square root of W, where the sign is that of Ȳ − μ0 Using the results given in
¯Section 7.4.5, or otherwise, show that Hence show that under H0
: μ = μ0
, S =
±W 1/2+(nμ0)
−1/2/6 1+(16nμ0)
−1 has the same moments as those of N(0, 1) when terms of order O(n−3/2
) are ignored. Why is it technically wrong in this case to say that S~N (0, 1) + O (n
−3/2)?
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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