Assume X1,..., Xn are i.i.d. with E(|Xi|p] < . Then, show that n 1 p max 1in

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Assume X1,..., Xn are i.i.d. with E(|Xi|p] < ∞. Then, show that n− 1 p max 1≤i≤n

|Xi| P

→ 0 .

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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Question Posted: Nov 04, 2024 04:00 AM

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Assume X1,..., Xn are i.i.d. with E(|Xi|p] < . Then, show that n 1 p max 1in

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Testing Statistical Hypotheses Volume I

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