Let H(p) be the set {x is an element of X:h(x) less than or equal to p
} where h is a real-valued lower semicontinuous function on a locally
compact separable metric space X. This paper presents a general limit
theorem for the sequence of random sets H-n(p) = {x is an element of X
:h(n)(x) less than or equal to p}, n greater than or equal to 1, where
h(n), n greater than or equal to 1, ape functions that estimate h.