广义Pareto分布参数的经验Bayes检验问题  

Empirical Bayes Test for the Parameter of Generalized Pareto Distribution

作　　者：井晓培 周菊玲[1] 

机构地区：[1]新疆师范大学数学科学学院,新疆乌鲁木齐830054

出　　处：《数学的实践与认识》2016年第5期215-221,共7页Mathematics in Practice and Theory

摘　　要：讨论了独立同分布样本情形广义Pareto分布参数的经验Bayes单侧检验问题,利用核密度函数的核估计构造了参数的经验Bayes检验函数,并在一定的条件下,证明了此经验Bayes检验函数的渐近最优性,获得了其收敛速度.The purpose of this article is study the empirical Bayes one-side test problem for the parameter of Generalized Pareto distribution based on the independent and identically distributed samples.The empirical Bayes（EB） one-side test rule for the parameter of Generalized Pareto distribution are constructed by using the kernel estimation in this paper.The asymptotically optimal property and convergence rate for the propose EB test rule are obtained under certain conditions.

关 键 词：广义PARETO分布 经验BAYES检验 渐近最优性 收敛速度 

分 类 号：O212.8[理学—概率论与数理统计]