Consider a sequence {Pn, Qn} with likelihood ratio Ln defined in (12.36). Assume L(Ln|Pn) d W

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Consider a sequence {Pn, Qn} with likelihood ratio Ln defined in (12.36). Assume L(Ln|Pn) d

→ W , where P{W = 0} = 0. Deduce that Pn is contiguous to Qn. Also, under the assumptions of Corollary 12.3.1, deduce that Pn and Qn are mutually contiguous.

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