ABSTRACT
Now using the result of Section 3.9 we get the theorem. Q.E.D. We now prove the locally minimax property of the LBI test. Since Gl(p) does not
satisfy the condition of the Hunt-Stein theorem (Section 7.2.3) we replace Gl(p) by GT(p), the group of p×p nonsingular lower triangular matrices, for which the theorem holds. As pointed out in Section 3.8 the explicit evaluation of the maximal invariant under GT(p) is not essential and the ratio of densities of a
