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Stochastic bounds for attained levels

Authors :
Robert H. Berk
Source :
Journal of Multivariate Analysis. 14:376-389
Publication Year :
1984
Publisher :
Elsevier BV, 1984.

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.

Details

ISSN :
0047259X
Volume :
14
Database :
OpenAIRE
Journal :
Journal of Multivariate Analysis
Accession number :
edsair.doi.dedup.....4b86ca3e0717c08311c31d7afd7cbd0f
Full Text :
https://doi.org/10.1016/0047-259x(84)90041-1