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PDF-hasmany nite-sampleoptimalityproperties(it'sminimaxforeverybowl-shaped

PDF-hasmany nite-sampleoptimalityproperties(it'sminimaxforeverybowl-shaped

Author : olivia-moreira | Published Date : 2016-06-02

nTnN01ButhowdoesSnbehaveasymptoticallyToanswerthisquestion rstconsider60ForanysuchPfjTnjn14g1ToseethisletZnp nTnandnotethatPrffjTnjn14gPrfn14Tnn14gPrfp nn14

n(Tn)N(0;1):ButhowdoesSnbehaveasymptotically?Toanswerthisquestion rstconsider6=0.Foranysuch PfjTnjn1=4g!1:Toseethis letZn=p n(Tn)andnotethatPrffjTnjn1=4g=Prfn1=4Tnn1=4g=Prfp n(n1=4

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