Let Fn and F be c.d.f.s on IR. Show that weak convergence of Fn to F is

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Let Fn and F be c.d.f.s on IR. Show that weak convergence of Fn to F is equivalent to ρL (Fn, F) → 0, where ρL is the Lévy metric.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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