论文标题
Neyman-Pearson统计量的中等偏差定理测试均匀性
Moderate deviation theorem for the Neyman-Pearson statistic in testing uniformity
论文作者
论文摘要
我们表明,对于局部替代方案,均匀性由一系列平方集成密度确定的序列,对于相应的Neyman-Pearson统计量,适度的偏差(MD)定理在所有无界密度的范围内都不在整个范围内。我们提供了足够的条件,在该条件下,MD定理持有的条件。证明是基于Mogulskii的不平等。
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.