负相伴样本情形线性指数分布参数的经验Bayes双侧检验问题  

Empirical Bayes two-sided Test Problem for the parameter of Linear Exponential Distribution In the Case of Negatively associated Samples

作　　者：陈家清[1] 刘次华[1] 

机构地区：[1]华中科技大学数学系,武汉430074

出　　处：《数学理论与应用》2006年第1期42-47,共6页Mathematical Theory and Applications

基　　金：国家自然科学基金资助项目(10301011)

摘　　要：本文讨论了负相伴样本情形线性指数分布参数的经验Bayer(EB)双侧检验问题,利用概率密度函数的核估计构造了参数的经验Bayes检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优(a.o)性并获得了它的收敛速度,最后,给出一个有关本文主要结果的例子。In this paper,by using the kernel-type density estimation in the case of identically distributed and negatively associated samples,the empirical Bayes two-sided test rules for the parameter of linear exponential distribution are constructed.The asymptitically optimal property and convergence rates for the proposed EB test rules are obtained under suitable conditions.Finally,an example about the main results of this paper is given.

关 键 词：密度函数的核估计 经验BAYES检验 渐近最优性 收敛速度 负相伴样本 

分 类 号：O212.8[理学—概率论与数理统计]