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If the null is
H
0
:
0
then the
t
statistic is
exactly
as before with
exact inference:
T
n
n
X
̄
n
−
0
S
n
∙
The bottom line is that choosing asymptotic critical values and
computing asymptotic
p
-values for statistics that satisfy the CLT is the
same as when we are testing in a normal population.
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