On an Extension of Stein's Lemma: A Refutation

Abstract

We prove that the assertion of Genest (2020) is incorrect and irrelevant. First, there is no claim (in the paper he is referring to) regarding the dependence of the non-arbitrary constant. That paper did not make any claim that would justify the emergence of Genest (2020). Furthermore, these are ”linearized functions” based on convergence as n → ∞. Moreover, though it becomes irrelevant and needless given the above discussion, the author still made incorrect claims and we provide refuting examples.