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

Roman A. Korolev; Vladimir E. Bening

doi:10.4064/bc90-0-2

Wydawnictwa / Banach Center Publications / Wszystkie tomy

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

Tom 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

Streszczenie

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.

Autorzy

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

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