| 指数-威布尔分布族参数的经验Bayes双侧检验问题 |
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| 引用本文： | 朱宁,方爱秋,周志龙.指数-威布尔分布族参数的经验Bayes双侧检验问题[J].汕头大学学报(自然科学版),2009,24(2). |
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| 作者姓名： | 朱宁 方爱秋 周志龙 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西,桂林,541004 |
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| 摘 要： | 当分布的一个形状参数已知时,基于平方损失,研究了独立样本情形指数-威布尔分布另一形状参数的经验Bayes(EB)双边检验问题.利用概率密度函数的核估计,构造参数的检验函数,在一定的条件下证明检验函数的渐进最优性,并获得其收敛速度.
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| 关 键 词： | 核密度估计 双边检验 经验EB方法 渐进最优性 收敛速度 |
Convergence Rates of Empirical Bayes Two-sided Test for the Shape Parameter of Exponential-Weibull Families |
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| ZHU Ning,FANG Ai-qiu,ZHOU Zhi-long.Convergence Rates of Empirical Bayes Two-sided Test for the Shape Parameter of Exponential-Weibull Families[J].Journal of Shantou University(Natural Science Edition),2009,24(2). |
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| Authors: | ZHU Ning FANG Ai-qiu ZHOU Zhi-long |
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| Abstract: | When one shape parameter is given,the empirical Bayes(EB) two-sided test problem of the other shape parameter for Exponential-Weibull families in the case of independence and identically distributed samples is investigated under the square loss function.By using the kernel-type density estimation,the empirical Bayes two-sided test rules are constructed.The asymptotically optimal property and convergence rates for the proposed EB test rules are obtained under suitable conditions. |
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| Keywords: | kernel estimation of density function two-sided test empirical Bayes test asymptotic opti-mality convergence rates |
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