Asymptotic level of the Wald test Let X₁,..., Xn iid Ber (p). We want to test 2) For every > > 0 we can show that at asymptotic level 5%. Let & be the Wald test. 1) Assume that the true p is equal to 0.2. What is the limit of Po.2 [1] as n → ∞? limn→∞ P0.2 [1] = lim P n→∞0 슴 Ho H₁ .5- p≤.5 p.5 [1] =P [Z > 1.645 + f (x)] where f (x) is a function that depends only on X. What is this function? f(x) =

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