Moderate deviation theorem for the Neyman-Pearson statistic in testing uniformity

03/26/2020

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by   Tadeusz Inglot, et al.

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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.