Suppose Xn has distribution Pn or Qn and Tn = Tn(Xn) is sufficient. Let P T n

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Suppose Xn has distribution Pn or Qn and Tn = Tn(Xn) is sufficient. Let P T n and QT n denote the distribution of Tn under Pn and Qn, respectively. Prove or disprove: Qn is contiguous to Pn if and only if QT n is contiguous to P T n .

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 05:01 AM

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Suppose Xn has distribution Pn or Qn and Tn = Tn(Xn) is sufficient. Let P T n

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Testing Statistical Hypotheses

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