Update: Counterexamples [General Sta­tis­tics]

posted by victor – Malaysia, 2019-11-23 08:05  – Posting: # 20863
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(edited by victor on 2019-11-23 08:18)

» P.S. I intentionally used < instead of ≤ because I feel that in practice, αY will always be less than one.

Note to self: Refer to first image below to see why we need to use ≤

» […] But a preliminary glance seem to suggest that the above theorem is violated by the following cases, […]
Update: More careful observation using a (correctly scaled) uniform sampling distribution for θ, instead of a bivariate normal sampling distribution for θ, reveals the aforementioned violation:

[image]

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