Finish the proof of Theorem 12.5.2 by showing V ar n i=1 jNi Xi X j

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Finish the proof of Theorem 12.5.2 by showing V ar

⎝n i=1 j∈Ni Xi X j

⎠ ≤ 14D3n i=1 E(|Xi|

4

) .

Hint: Use the arithmetic–geometric mean inequality.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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