Stochastic bounds for attained levels (Q1062700)

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 \textit{R. R. Bahadur} [see e.g., ''Some limit theorems in statistics.'' (1971; Zbl 0257.62015)] and others about the asymptotic behavior of attained levels. Various ramifications of the inequalities are discussed, including a notion of stochastic deficiency.