Abstract:
The paper deals with testing a simple hypothesis against alternatives converging
to the hypothesis at rate $n^{-1/2}$ ($n$ being the sample size) in the case when the number of
classes-intervals increases infinitely together with $n$.
The concept of highly sensitive criterion is introduced and general features of such
criteria generated by decomposable statistics ([2]) are studied. It is shown that in the
class of criteria under consideration the optimal (in a some sense) criteria are linear criteria,
each of them being the most powerful test.