Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2008, Issue 8, Pages 5–23 (Mi vtpmk361)  

This article is cited in 3 scientific papers (total in 3 papers)

PROBABLY-POSSIBLE MODELS AND METHODS

About the power of asymptotically optimal test in the case of Laplace distribution

R. A. Korolev, A. V. Testova, V. E. Bening

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Citations (3)
Abstract: In the present paper we heuristically obtain a formula (see (3.1)) for the limit of the difference between the power of the asymptotically optimal test and the power of the asymptotically most powerful (AMP) test for the case of Laplace distribution. This difference has the order $n^{-1/2}$ due to the nonregularity of the Laplace distribution, in contrast to regular laws for which this order equals $n^{-1}$.
Keywords: Laplace or double exponential distribution, power function, deficiency, asymptotic expansion.
Received: 20.12.2007
Revised: 05.02.2008
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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