Show that L(F, G) defined in Definition 11.2.3 is a metric; that is, show L(F, G) =

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Show that ρL(F, G) defined in Definition 11.2.3 is a metric;

that is, show ρL(F, G) = ρL(G, F), ρL(F, G) = 0 if and only if F = G, and

ρL(F, G) ≤ ρL(F, H) + ρL(H, G) .

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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