ABSTRACT
H0 : F = Fθ . (6.1)
An approach to this problem is to consider a discrete statistical model asso-
ciated with the original model. In order to do this we consider a partition
P = {Ei}i=1,...,M of the original sample space. Now the probabilities of the elements of the partition, Ei, i = 1, ...,M, depend on the unknown parameter θ, i.e.,
pi (θ) = Prθ(Ei) = Z Ei
dFθ , i = 1, ...,M.