Question: S Approximate power function of the t -test. Let 'n be the t -test for the one-sided test problem H0 W m 0 against

S Approximate power function of the t -test. Let 'n be the t -test for the one-sided test problem H0 W m  0 against H1 W m > 0 at a given level ˛ in the two-parameter n-fold Gaussian product model. Show the following: For large n, the power function of 'n admits the normal approximation G'n.m; v/ ˆ



ˆ

1.˛/ C m p

n=v



:

Hint: Combine Theorems (7.29) and (9.17b).

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