Update: Counterexamples [General Sta­tis­tics]

posted by victor – Malaysia, 2019-11-23 10:05 (1610 d 10:05 ago) – Posting: # 20863
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❝ 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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