Stochastic bounds for attained levels (Q1062700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic bounds for attained levels |
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Stochastic bounds for attained levels (English)
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1984
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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.
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stochastic bounds
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attained levels
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higher-order Bahadur efficiency
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P- value
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stochastic comparison of tests
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Asymptotic inequalities
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stochastic deficiency
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