Question: S In the setting of Section 11.2, let c > 0 be a fixed threshold, a probability density on E, and Dn; c the acceptance

S In the setting of Section 11.2, let c > 0 be a fixed threshold, a probability density on E, and ¹Dn; cº the acceptance region of the associated 2-test of goodness of fit after n observations. Show that

lim sup-log P (Dn,p c) -H (p;0)

for all # ¤ , which means that the power tends to 1 at an exponential rate. Hint: Combine parts of the proofs of Proposition (11.10) and Theorem (10.4).

lim sup-log P (Dn,p c) -H (p;0)

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