On an asymptotic behavior of power of tests in case of generalized laplace distribution

O. O. Lyamin

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

Abstract: In paper by Bening and Lyamin (Informatics and Its Applications, 2009, vol. 3, issue 3, pp. 79–88), a formula for a limit of deviation of power of the asymptotically most powerful test from power of the most powerful test in case of generalized Laplace distribution was heuristically obtained. In the present paper, a formal proof of this formula is derived.

Keywords: generalized Laplace distribution; power function; asymptotically most powerful test; asymptotic expansion.