Question: A GLM has parameter with sufficient statistic S. A goodness-of-fit test statistic T has observed value t o . If were known, a
A GLM has parameter β with sufficient statistic S. A goodness-of-fit test statistic T has observed value to. If β were known, a P-value is P = P(T ≥ to; β). Explain why P(T ≥ to | S) is the uniform minimum variance unbiased estimator of P.
Step by Step Solution
3.55 Rating (172 Votes )
There are 3 Steps involved in it
An unbiased estimator is IT t where I is the indicator func... View full answer
Get step-by-step solutions from verified subject matter experts
