Consider testing Pn 0 versus Pn n and assume n H2(P0 , Pn ) 0. Let
Question:
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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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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