Let (X , A) be a measurable space, and A0 a -field contained in A. Suppose that

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Let (X , A) be a measurable space, and A0 a σ-field contained in A.

Suppose that for any function T , the σ-field B is taken as the totality of sets B such that T −1(B) ∈ A. Then it is not necessarily true that there exists a function T such that T −1(B) ∈ A0. [An example is furnished by any A0 such that for all x the set consisting of the single point x is in A0.]

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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