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

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Suppose Xn has distribution Pn or Qn and Tn = Tn(Xn)is sufficient.

Let PT 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 PT n .

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