Fix two probabilities P and Q and let Pn = P and Qn = Q. Show that
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Fix two probabilities P and Q and let Pn = P and Qn = Q. Show that {Pn} and {Qn} are contiguous iff P and Q are absolutely continuous.
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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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