负相伴样本情形线性指数分布参数的经验Bayes检验问题  

Empirical Bayes 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[2] 

机构地区：[1]武汉理工大学统计学系,武汉430063 [2]华中科技大学数学系,武汉430074

出　　处：《数学的实践与认识》2007年第2期92-97,共6页Mathematics in Practice and Theory

基　　金：国家自然科学基金(10301011)

摘　　要：讨论了负相伴样本情形线性指数分布参数的经验Bayes(EB)单侧检验问题.利用概率密度函数的核估计构造了参数的经验Bayes单侧检验函数,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.)性并获得了其收敛速度.最后给出一个有关主要结果的例子.By using the kernel-type density estimation in the case of identically distributed and negatively associated samples, the empirical Bayes one-sided test rules for the parameter of linear exponential distribution are constructed. The asymptotically optimal property and convergence rates for the proposed EB one-sided test rules are obtained under suitable conditions. Finally, an example about the main results of this paper is given.

关 键 词：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]