PA样本下刻度指数族参数的EB估计的收敛速度(英文)  

The Convergence Rates of Empirical Bayes Estimation of the Parameter for Scale-Exponential Family Under PA Samples

作　　者：范国良[1] 

机构地区：[1]同济大学应用数学系,上海200092

出　　处：《数学研究》2007年第3期275-283,共9页Journal of Mathematical Study

摘　　要：在同分布正相协(PA)样本下,对刻度指数族在加权平方损失下获得了刻度参数的Bayes估计,并构造了相应的经验Bayes (E·B)估计,证明了所提出的EB估计是渐近最优的并且获得了E·B估计的收敛速度.最后,给出一个满足主要结果的例子.The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated （PA） samples under weighted square loss function. We prove that the estimator is an asymptotically optimal E · B estimator. And the convergence rate of the proposed E · B estimator is obtained. Finally, an example has been given that satisfies the conditions of the main result.

关 键 词：PA样本 刻度指数族 E·B估计 收敛速度 

分 类 号：O212.1[理学—概率论与数理统计]