V. E. Bening, A. V. Sipina, “Asymptotic expansion for the power of test based on sample median in the case of Laplace distribution”, Inform. Primen., 2010, Volume 4, Issue 1,Pages <nobr>18

Asymptotic expansion for the power of test based on sample median in the case of Laplace distribution

V. E. Bening^ab, A. V. Sipina^b

^a Institute for Problems of Informatics RAS
^b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: Using asymptotic expansions, the formula for the limit of the difference between the powers of the test based on the sample median and the most powerful test for the case of Laplace distribution was obtained.

Keywords: sample median; asymptotic expansion; power function; Laplace distribution.