∙
If
0 then
T
n
n
X
̄
n
−
n
O
p
1
n
p
→
−
because
n
X
̄
n
−
d
→
Normal
0,1
and
0 so
n
→
−
. It
follows that the asymptotic size of the test for
0 is zero.
8

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