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

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

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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