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,

 φnd Pn −  φnd Qn → 0.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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