Consider testing Pn 0 versus Pn n and assume n H2(P0 , Pn ) 0. Let

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Consider testing Pn

θ0 versus Pn

θn and assume n H2(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 Volume I

ISBN: 9783030705770

4th Edition

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

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