Moderate deviation theorem for the Neyman-Pearson statistic in testing uniformity
Statistics Theory
2020-03-27 v1 Statistics Theory
Abstract
We show that for local alternatives to uniformity which are determined by a sequence of square integrable densities the moderate deviation (MD) theorem for the corresponding Neyman-Pearson statistic does not hold in the full range for all unbounded densities. We give a sufficient condition under which MD theorem holds. The proof is based on Mogulskii's inequality.
Keywords
Cite
@article{arxiv.2003.11771,
title = {Moderate deviation theorem for the Neyman-Pearson statistic in testing uniformity},
author = {Tadeusz Inglot},
journal= {arXiv preprint arXiv:2003.11771},
year = {2020}
}