Suppose, under Pn, Xn = Yn +oPn (1); that is, Xn Yn 0 in Pn-probability. Suppose
Question:
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).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
Question Posted: