Question: (Score Test) Consider a score test for skewness based on the transformation in Exercise 13.13. What problem arises when the parameter $alpha_2$ is unknown? Why

(Score Test) Consider a score test for skewness based on the transformation in Exercise 13.13. What problem arises when the parameter $\alpha_2$ is unknown? Why does this problem disappear when one restricts $\alpha_2 = 1/\alpha_1$?

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