Let f(x) be the triangular density on [1, 1] defined by f(x) = (1 |x|)I{x
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Let f(x) be the triangular density on [−1, 1] defined by f(x) = (1 − |x|)I{x ∈ [−1, 1]} .
Let Pθ be the distribution with density f(x−θ). Find the asymptotic behavior of H(Pθ0 , Pθ0+h) as h → 0, where H is the Hellinger distance. Compare your result with q.m.d. families.
Section 13.2
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Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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