Suppose, under Pn, Xn = Yn + oPn (1); that is, Xn Yn 0 in

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Suppose, under Pn, Xn = Yn + oPn (1); that is, Xn − Yn → 0 in Pnprobability. Suppose Qn is contiguous to Pn. Show that Xn = Yn + oQn (1).

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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Suppose, under Pn, Xn = Yn + oPn (1); that is, Xn Yn 0 in

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Testing Statistical Hypotheses Volume I

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