R. A. Korolev, V. E. Bening, “Asymptotic expansions for the power of the criteria in the case of a Laplace distribution”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2008, Issue 10,Pages <nobr>97

This article is cited in 3 papers

Probabilistic Possibilistic Models

Asymptotic expansions for the power of the criteria in the case of a Laplace distribution

R. A. Korolev, V. E. Bening

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: The paper deals with the approach proposed in [1]. Using asymptotic expansions we obtain a formula (see (1.4)) 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.

Keywords: asymptotic expansion, power function, Laplace or double exponential distribution.

UDC: 519.2

Received: 03.09.2008
Revised: 15.09.2008