ON A POWER OF OPTIMAL TEST FOR ASYMPTOTIC DISTINCTION OF STATISTICAL HYPOTHESES FOR DISTRIBUTIONS WITH HEAVY TAILS

摘要

In the paper, the asymptotic behavior of the power function of the most powerful test in the problem of testing a simple hypothesis against a simple alternative from a homogeneous sample of independent observations is studied under the assumption that the likelihood ratio has a heavy-tailed distribution belonging to the domain of attraction of a stable law.