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

Roman A. Korolev; Vladimir E. Bening

Banach Center Publications (2010)

  • Volume: 90, Issue: 1, page 27-38
  • ISSN: 0137-6934

Abstract

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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.

How to cite

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Roman A. Korolev, and Vladimir E. Bening. "On the power of an asymptotically optimal test for the case of Laplace distribution." Banach Center Publications 90.1 (2010): 27-38. <http://eudml.org/doc/282223>.

@article{RomanA2010,
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.},
author = {Roman A. Korolev, Vladimir E. Bening},
journal = {Banach Center Publications},
keywords = {power function; Laplace or double exponential distribution},
language = {eng},
number = {1},
pages = {27-38},
title = {On the power of an asymptotically optimal test for the case of Laplace distribution},
url = {http://eudml.org/doc/282223},
volume = {90},
year = {2010},
}

TY - JOUR
AU - Roman A. Korolev
AU - Vladimir E. Bening
TI - On the power of an asymptotically optimal test for the case of Laplace distribution
JO - Banach Center Publications
PY - 2010
VL - 90
IS - 1
SP - 27
EP - 38
AB - 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.
LA - eng
KW - power function; Laplace or double exponential distribution
UR - http://eudml.org/doc/282223
ER -

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