多余参量
It is easy to show that, given nominal significant level, the test with critical value determined by the weighted test statistic has the same asymptotic level and asymptotic power under the alternative as the test with critical value obtained by estimating nuisance parameter.
容易证明,在给定检验水平时,由随机加权统计量确定临界值的检验和估计冗余参数得到临界值的检验具有相同的渐近水平,并且在对立假设下具有相同的渐近效函数。
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