Generalize Theorem 14.2.2 to any EDF test statistic of the form n1/2d(Fn, F0), if d is a

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Generalize Theorem 14.2.2 to any EDF test statistic of the form n1/2d(Fˆn, F0), if d is a metric weaker than the Kolmogorov-Smirnov metric dk in the sense d(F, G) ≤ CdK(F, G)

for some constant C. In particular, show the result applies to the Cram´er-von Mises test.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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