Let G be a group of transformations of X , and let A be a -field of
Question:
Let G be a group of transformations of X , and let A be a σ-field of subsets of X , and µ a measure over (X , A). Then a set A ∈ A is said to be almost invariant if its indicator function is almost invariant.
(i) The totality of almost invariant sets forms a σ-field A0, and a critical function is almost invariant if and only if it is A0-measurable.
(ii) Let P = {Pθ, θ ∈ Ω} be a dominated family of probability distributions over (X , A), and suppose that ¯gθ = θ for all ¯g ∈ G, θ ¯ ∈ Ω. Then the σ-field A0 of almost invariant sets is sufficient for P.
[Let λ = ciPθi , be equivalent to P. Then dPθ
dλ (gx) =
dPg−1θ
ci dPg−1θi
(x) = dPθ
dλ (x) (a.e. λ), so that dPθ/dλ is almost invariant and hence A0-measurable.]
Step by Step Answer:
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano