On the power of an asymptotically optimal test for the case of Laplace distribution
Volume 90 / 2010
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.
