Suppose Zn is any sequence of random variables such that V arn (Zn) 1 while En

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Suppose Zn is any sequence of random variables such that V arθn (Zn) ≤ 1 while Eθn (Zn) → ∞. Here, θn merely indicates the distribution of Zn at time n. Show that, under θn, Zn → ∞ in probability.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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