Suppose Qn is contiguous to Pn and let Ln be the likelihood ratio defined by (12.36). Show

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Suppose Qn is contiguous to Pn and let Ln be the likelihood ratio defined by (12.36). Show that EPn (Ln) → 1. Is the converse true?

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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