Generalize Corollary 14.3.2 in the following way. Suppose Tn = (Tn,1,..., Tn,k ) IRk . Assume

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Generalize Corollary 14.3.2 in the following way. Suppose Tn =

(Tn,1,..., Tn,k ) ∈ IRk . 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 Volume I

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4th Edition

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

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Generalize Corollary 14.3.2 in the following way. Suppose Tn = (Tn,1,..., Tn,k ) IRk . Assume

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Testing Statistical Hypotheses Volume I

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