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Let \\(\\Phi_0, \\Phi_2,...\\), \\(\\Phi_0\\equiv 1\\), be a complete orthogonal system in \\(L_2[0,1]\\). Let \\((m_n)\\) be a a sequence of natural nambers such that  \\[ (A2)\\qquad m_m\\to \\infty\\;\\text{as} n\\to \\infty,\\;\\text{and} m_n= o\\Bigl((n/log n))^{1/(2\\omega-2)}\\Bigr)\\;\\text{for some} \\omega\\geq 0. \\]  Then define for every \\(n\\):  \\[ S2=\\min\\{k\\leq m_n: |\\overline{\\Phi}|_k^2-k(log n/n)\\geq \\max_{1\\leq j\\leq m_n}\\{|\\overline{\\Phi}|_j^2-j(log n/n)\\}\\}, \\]   \\[ \\text{where}\\qquad |\\overline{\\Phi}|_k^2=n^{-2}\\sum_{j=1}^{k} \\Bigl(\\sum_{i=1}^{n}\\Phi_j(U_i)\\Bigr)^2. \\]  Then the data-driven Neyman's statistic is  \\[ T_{S2}=n|\\overline{\\Phi}|_{S2}^2=n^{-1}\\sum_{j=1}^{S2} \\Bigl(\\sum_{i=1}^{n}\\Phi_j(U_i)\\Bigr)^2. \\]  In fact \\(T_{S2}\\) is completely defined by the choice of a basis \\(\\Phi\\) and a control sequence \\((m_n)\\). The main theorem of the paper is   \\textbf{Theorem 1}. If \\((A_2)\\) is satisfied and \\(\\Phi\\) is a Legendre basis or the cosine basis, then for every bounded sequence \\((x_n)\\) of positive numbers such that \\(m_n^{2\\omega +1}x_n^2\\to \\infty\\) as \\(n\\to \\infty\\) we have  \\[ (nx_n^2)^{-1}\\log\\mathbb{P}(T_{S2}\\geq nx_n^2)\\to 0,\\;\\text{as} n\\to \\infty. \\]  The proof of Theorem 1 is based on a version of the lower bound inequality given by \\textit{A.A. Mogulskij} [Sib. Math. J. 37, No. 4, 782-787 (1996); translation from Sib. Math. 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