179
Appendix II
Theorem
For any interval on the real line, say, A, and a critical region χ , such that:
sup Pr {x  χ|γ = inf A} = 1 β
there is always an interval B, such that
inf A > sup B
and
sup Pr {x  χ|δ = sup B} = α < 1 − β.
Proof: Let
f (θ) = Pr {x  χ|θ}
be a continuous, monotonically decreasing function of θ. Then
f (γ) = Pr {x  χ|γ} = 1 β
and there is a value δ < γ such that
f (δ) = Pr {x  χ|δ} = α < 1 − β
by continuity and monotonicity. Let A be any interval such that γ = inf A.
Since δ < γ, dene the interval B such that δ = sup B.

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