V. E. Bening, O. O. Lyamin, “On the power of the tests in the case of generalized Laplace distribution”, Inform. Primen., 2009, Volume 3, Issue 3,Pages <nobr>79

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On the power of the tests in the case of generalized Laplace distribution

V. E. Bening, O. O. Lyamin

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: In the paper, the formula for the normalized limit difference between the power of asymptotically most powerful test and that of a locally most powerful test in the case of the generalized Laplace distribution is obtained.

Keywords: generalized Laplace or generalized double exponential distribution; power function; deficiency; asymptotic expansion.