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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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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