Question: Let be iid Bernoulli random variables with unknown parameter p. Construct an approximate Wald test (at level ) for the hypothesis pair vs for p

Let be iid Bernoulli random variables with unknown parameter p.

Construct an approximate Wald test (at level α) for the hypothesis pair vs for p 0 ∈ (0, 1) fixed. Compare this test with the corresponding likelihood ratio test.

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