Generalize Corollary 12.3.2 in the following way. Suppose Tn = (Tn,1,...,Tn,k) RI k. Assume that, under

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Generalize Corollary 12.3.2 in the following way. Suppose Tn =

(Tn,1,...,Tn,k) ∈ RI k. Assume that, under Pn,

(Tn,1,...,Tn,k, log(Ln)) d

→ (T1,...,Tk, Z) , where (T1,...,Tk, Z) is multivariate normal with Cov(Ti, Z) = ci. Then, under Qn,

(Tn,1,...,Tn,k) d

→ (T1 + c1,...,Tk + ck) .

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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