For the situation considered in Section 7.5, namely testing a simple null hypothesis versus a simple alternative hypothesis, show that the asymptotically point wise optimal procedure defined in...


For the situation considered in Section 7.5, namely testing a simple null hypothesis versus a simple alternative hypothesis, show that the asymptotically point wise optimal procedure defined in Subsection 7.4.10 (you may assume (7.44) is satisfied) is an SPRT. Find the stopping boundaries of this SPRT, and compare with the small c approximations in (7.84).




May 04, 2022
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