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

• Autorzy: Roman A. Korolev , Vladimir E. Bening
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 62-06: Proceedings, conferences, collections, etc.
• 62F03: Hypothesis testing
• 62F05: Asymptotic properties of tests

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2010
• Tom: 90
• Numer: 1
• Strony: 27-38

Daty

wydano

2010

Twórcy

autor

Roman A. Korolev

• Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Vorobievy gory, 119992, GSP-2, Moscow, Russian Federation

autor

Vladimir E. Bening

• Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Vorobievy gory, 119992, GSP-2, Moscow, Russian Federation

Identyfikatory

DOI

10.4064/bc90-0-2