Suppose {Qn,h, h RI k } is asymptotically normal. Show that Qn,h1 and Qn,h2 are mutually

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Suppose {Qn,h, h ∈ RI k } is asymptotically normal. Show that Qn,h1 and Qn,h2 are mutually contiguous for any h1 and h2.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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