Fix two probabilities P and Q and let Pn = P n and Qn = Qn. Show

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Fix two probabilities P and Q and let Pn = P n and Qn = Qn.

Show that {Pn} and {Qn} are contiguous iff P = Q.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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