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Stochastic bounds for attained levels

Author

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  • Berk, Robert H.

Abstract

Asymptotic inequalities are obtained for the level attained by any test statistic in a given hypothesis testing problem. The bounds so obtained are themselves random. The inequalities subsume previous results by Bahadur and others about the asymptotic behavior of attained levels. Various remifications of the inequalities are discussed, including a notion of stochastic deficiency.

Suggested Citation

  • Berk, Robert H., 1984. "Stochastic bounds for attained levels," Journal of Multivariate Analysis, Elsevier, vol. 14(3), pages 376-389, June.
    • Handle: RePEc:eee:jmvana:v:14:y:1984:i:3:p:376-389
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