Suppose Pn is a sequence of probabilities and Xn is a sequence of real-valued random variables; the

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Suppose Pn is a sequence of probabilities and Xn is a sequence of real-valued random variables; the distribution of Xn under Pn is denoted L(Xn|Pn).

Prove that L(Xn|Pn) is tight if and only if Xn/an → 0 in Pn-probability for every sequence an ↑ ∞.

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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 04:00 AM

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Suppose Pn is a sequence of probabilities and Xn is a sequence of real-valued random variables; the

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Testing Statistical Hypotheses Volume I

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