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Stochastic bounds for attained levels |
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| Authors: | Robert H Berk |
| Institution: | Rutgers University USA |
| 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. |
| Keywords: | Attained level Bahadur efficiency higher-order Bahadur efficiency P-value stochastic comparison of tests stochastic deficiency third-order Bahadur efficiency |
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