Consider testing P n 0 versus P n n and assume nH2(P0 , Pn ) 0 Let n be any test sequence such that lim sup E0 (n) Show that lim sup En (n) ...

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Consider testing P n 0 versus P n n and assume nH2(P0 , Pn ) 0.

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Consider testing P n

θ0 versus P n

θn and assume nH2(Pθ0 , Pθn ) →

0. Let φn be any test sequence such that lim sup Eθ0 (φn) ≤ α. Show that lim sup Eθn (φn) ≤ α.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 05:01 AM

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Consider testing P n 0 versus P n n and assume nH2(P0 , Pn ) 0. Let n be any test sequence such that lim sup E0 (n) . Show that lim sup En (n) .
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Consider testing P n 0 versus P n n and assume nH2(P0 , Pn ) 0.

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Testing Statistical Hypotheses

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