随机删失下伽玛分布族参数的经验Bayes双边检验  

THE EMPIRICAL BAYES TWO-SIDED TEST FOR THE PARAMETER OF GAMMA DISTRIBUTION FAMILY UNDER RANDOM CENSORED

作　　者：李乃医[1] 

机构地区：[1]广东海洋大学理学院,湛江524088

出　　处：《系统科学与数学》2011年第4期458-465,共8页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(11061029);广东海洋大学科研资助项目(1012138;0612163)资助课题

摘　　要：利用经验贝叶斯方法研究了伽玛分布参数的双边检验问题,构造了一个在历史样本被随机右删失的条件下参数的经验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性,并获得了它的收敛速度可任意接近O(n^(-1/2)).This paper studies two-sided test problem of Gamma distribution by the empirical Bayes approach.The test rule for the parameter of Gamma distribution is constructed under the condition that the past samples are randomly censored from the right.The asymptotically optimal property is obtained and it is show that the convergence rate for the proposed EB test is arbitrarily close to 0（n^（-1/2））.

关 键 词：随机删失 经验BAYES检验 渐进最优性 收敛速度 

分 类 号：O212.8[理学—概率论与数理统计]