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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes

P-value in likelihood ratio test definition

Motivated by the same issue Berger and Boos (1994) proposed to maximize over a confidence set for $\theta$ (ie a subset of $B_0$), so may be a good starting point to look. They give a nice overview of …
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