Abstract:
We study the lower bounds of efficiency for the moderate deviation probabilities
of tests and estimators. These bounds cover both the logarithmic
and strong asymptotics.
For the problems of hypothesis testing we propose a natural representation for
the lower bounds of type I
and type II error probabilities in terms of inverse function of
the standard normal distribution. The lower bounds for the
moderate deviation probabilities of estimators are deduced easily from
the corresponding bounds in hypothesis testing.