Show that P1 P01 can also be computed as 2 supB |P1(B) P0(B)| , where
Question:
Show that P1 − P01 can also be computed as 2 supB
|P1(B) − P0(B)| ,
where the supremum is over all measurable sets B. In addition, it may be computed as sup {φ:|φ|≤1}
%
%
%
%
φ(x)dP1(x) −
φ(x)dP0(x)
%
%
%
% , where the supremum is over all measurable functions φ such that supx |φ(x)| ≤ 1.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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