Suppose Pn Qn1 0. Show that Pn and Qn are mutually contiguous. Furthermore, show that,

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Suppose Pn − Qn1 → 0. Show that Pn and Qn are mutually contiguous. Furthermore, show that, for any sequence of test functions φn, φndPn − φndQn → 0.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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