“*Contiguity*” *is another name for* “*asymptotic absolute continuity*” *Contiguity arguments are a technique to obtain the limit distribution of a sequence of statistics under underlying laws Q_{n} from a limiting distribution under laws P_{n}. Typically, the laws P_{n} describe a null distribution under investigation, and the laws Q_{n} correspond to an alternative hypothesis*.

Let *P* and *Q* be measures on a measurable space . Then *Q* is *absolutely continuous* with respect to *P* if *P*(*A*) = 0 implies *Q*(*A*) = 0 for every measurable set *A*; this is denoted by *Q* *P*. Furthermore, *P* and *Q* are *orthogonal* if Ω can be partitioned as ...

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