In Lemma 13.4.2, show that Condition (13.41) can be replaced by the assumption that, for some n
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In Lemma 13.4.2, show that Condition (13.41) can be replaced by the assumption that, for some βn = o(n1/2), lim sup n→∞
EGn [|Yn,i − μ(Gn)|I{|Yn,i − μ(Gn)| ≥ βn}] = 0.
Moreover, this condition only needs to hold if βn = o(n) if it is also known that supn EGn |Yn,i − μ(Gn)| < ∞.
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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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