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Fiding the test statistic, using wald test
Given the random sample $X_1,...,X_n \sim N(\mu, \sigma^2)$, I want to perform a Wald test for:
$\mathrm{H}_\mathrm{0}: \mu = \mathrm{\mu}_\mathrm{0}$
$\mathrm{H}_\mathrm{1}: \mu \neq \mathrm{\mu}_\...
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6
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2
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Is it true that we can always increase statistical power/estimator precision by increasing sample size?
Suppose a test has ~$16.67\%$ power to detect some arbitrary but fixed effect size when sample size is $3$, and as we increase size by adding IID random observations to the sample ${4, 5, 6, 7,...}$ ...
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