V. E. Bening, V. Yu. Korolev, “Some statistical problems related to the Laplace distribution”, Inform. Primen., 2008, Volume 2, Issue 2,Pages <nobr>19

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Some statistical problems related to the Laplace distribution

V. E. Bening^ab, V. Yu. Korolev^ab

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

Abstract: Approach proposed in Bening V., Korolev V. // Rus. J. Probability Theory and Its Applications, 2004. Vol. 49. No. 3. P. 419–435 is developed. Some grounds are given why it is natural to use the Laplace distribution in some problems of probability theory andmathematical statistics. As a statistical illustration, an application of the Laplace distribution to problems of the asymptotical testing of hypotheses is considered.

Keywords: Laplace distribution; testing of statistical hypotheses; power function; asymptotically most powerful tests.