On the power of an asymptotically optimal test for the case of Laplace distribution

Volume 90 / 2010

Roman A. Korolev, Vladimir E. Bening Banach Center Publications 90 (2010), 27-38 MSC: 62-06, 62F03, 62F05. DOI: 10.4064/bc90-0-2

Abstract

In the paper we prove a formula for the limit of the difference between the power of the asymptotically optimal test and the power of the asymptotically most powerful test for the case of Laplace distribution.

Authors

  • Roman A. KorolevDepartment of Mathematical Statistics
    Faculty of Computational Mathematics and Cybernetics
    Lomonosov Moscow State University
    Vorobievy gory, 119992, GSP-2
    Moscow, Russian Federation
    e-mail
  • Vladimir E. BeningDepartment of Mathematical Statistics
    Faculty of Computational Mathematics and Cybernetics
    Lomonosov Moscow State University
    Vorobievy gory, 119992, GSP-2
    Moscow, Russian Federation
    e-mail

Search for IMPAN publications

Query phrase too short. Type at least 4 characters.

Rewrite code from the image

Reload image

Reload image