Show that P1 P01 can also be computed as 2 sup B |P1(B) P0(B)| ,

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Show that P1 − P01 can also be computed as 2 sup B

|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)d P1(x) −

φ(x)d P0(x)

, where the supremum is over all measurable functions φ such that supx |φ(x)| ≤ 1.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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Question Posted: Nov 04, 2024 04:01 AM

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Show that P1 P01 can also be computed as 2 sup B |P1(B) P0(B)| ,

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Testing Statistical Hypotheses Volume I

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