反向指数分布参数的经验贝叶斯检验  

Empirical Bayes test for the parameter of the inverse exponential distribution

作　　者：赵文杰 施建华 ZHAO Wenjie;SHI Jianhua(School of Mathematics and Statistics,Minnan Normal University,Zhangzhou,363000,China;Fujian Key Laboratory of Granular Computing and Applications,Zhangzhou,363000,China;Fujian Key Laboratory of Data Science and Statistics,Zhangzhou,363000,China)

机构地区：[1]闽南师范大学数学与统计学院,福建漳州363000 [2]福建省粒计算及其应用重点实验室,福建漳州363000 [3]数据科学与统计重点实验室,福建漳州363000

出　　处：《闽南师范大学学报（自然科学版）》2024年第3期114-123,共10页Journal of Minnan Normal University：Natural Science

基　　金：国家社会科学基金项目(20XTJ003)。

摘　　要：在“线性损失”函数情况下,研究了一类反向指数分布参数的经验贝叶斯(EB)检验问题.基于独立同分布样本下对密度函数的递归核估计,构造了该分布的经验贝叶斯检验函数.在适当的假设下,证明了所提出的经验贝叶斯检验函数具有渐近最优性,并得到了该检验函数的收敛速度.Under a linear loss function,the empirical Bayes(EB)test for the parameters of an inverse exponential distribution is investigated.By using the recursive kernel estimation of the density function under the independent and identically distributed samples,the empirical Bayes test function is constructed.With some suitable assumptions,the asymptotically optimal property and the convergence rates of the proposed empirical Bayes test function are obtained.

关 键 词：经验贝叶斯检验 反向指数分布 核估计 渐近最优性 收敛速度 

分 类 号：O212.8[理学—概率论与数理统计]