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Large deviation theorems and their applications. (English. Ukrainian original) Zbl 0939.60017

Theory Probab. Math. Stat. 57, 101-107 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 96-102 (1997).
Large deviations theorems for extended random variables are proved. The obtained theorems are applied to the logarithm of maximum likelihood ratio in the scheme of general binary statistical experiments.

MSC:

60F10 Large deviations
62F05 Asymptotic properties of parametric tests
62G10 Nonparametric hypothesis testing
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