Suppose F satisfies the conditions of Theorem 13.4.4. Assume there exists n such that sup FF: (F)=0

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Suppose F satisfies the conditions of Theorem 13.4.4. Assume there exists φn such that sup F∈F: μ(F)=0 EF (φn) → α .

Show that lim sup n EF (φn) ≤ α

for every F ∈ F.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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