Abstract
Abstract This note reconsiders the proof of the celebrated Chernoff–Savage (Ann. Math. Statist. 29, 1958) theorem as given in Puri and Sen (Nonparametric Methods in Multivariate Analysis, 1971). While most arguments in the proof presented there remain correct, some serious errors have occurred in the technical content dealing with the asymptotic negligibility of the C2N-component of the remainder (in their notation) terms. The purpose of the present note is to present a short corrected proof that C 2N =O P (N - 1 2 ) as N→∞.
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