Under the assumptions outlined in Theorem 10.11, show that Wald's statistic, which is given by (Q=nleft(hat{theta}_{n}-theta_{0}ight) Ileft(hat{theta}_{n}ight))

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Under the assumptions outlined in Theorem 10.11, show that Wald's statistic, which is given by \(Q=n\left(\hat{\theta}_{n}-\theta_{0}ight) I\left(\hat{\theta}_{n}ight)\) where \(I\left(\hat{\theta}_{n}ight)\) denotes the Fisher information number evaluated at the maximum likelihood statistics \(\hat{\theta}_{n}\), has an asymptotic ChISquared(1) distribution under the null hypothesis \(H_{0}: \theta=\theta_{0}\).

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