Consider a sequence {Pn, Qn} with likelihood ratio Ln defined in (14.36). Assume L(Ln|Pn) d W,

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Consider a sequence {Pn, Qn} with likelihood ratio Ln defined in

(14.36). Assume L(Ln|Pn) d

→ W, where P{W = 0} = 0; show Pn is contiguous to Qn. Also, under (14.41), deduce that Pn is contiguous to Qn and hence Pn and Qn are mutually contiguous if and only if μ = −σ2/2.

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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 04:01 AM

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Consider a sequence {Pn, Qn} with likelihood ratio Ln defined in (14.36). Assume L(Ln|Pn) d W,

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Testing Statistical Hypotheses Volume I

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