| EB RULES FOR SELECTING THE BEST EXPONENTIAL POPULATION |
| |
| 引用本文： | 高集体. EB RULES FOR SELECTING THE BEST EXPONENTIAL POPULATION[J]. 系统科学与复杂性, 1989, 0(4) |
| |
| 作者姓名： | 高集体 |
| |
| 作者单位： | Department of |
| |
| 基金项目： | Supported by the National Natural Science Foundation of China |
| |
| 摘 要： | In this paper,we obtain empirical Bayes(EB)procedures for selecting the bestamong k different exponential populations(the form of the conditional probability densitye.g.each population is f_4(x_i/b_i)=b_i exp(-b_ix_i),x_i,b_i∈(0,∞),i=1,2,…,k).These rulesare based on the EB estimators of b_i.We show that,under the squared error loss,the Bayesrisk of the EB estimators converges to the related minimum Bayes risks with rates of conver-gence at Jeast of order O(n~(-q)).Further,for the selection problem,the rates of convergenceof the proposed selection rules are shown to be at least of order O(n~((-q)/2) where q can bearbitrarily close to 1/5 or 1 under suitable conditions.
|
EB RULES FOR SELECTING THE BEST EXPONENTIAL POPULATION |
| |
| Gao Jiti. EB RULES FOR SELECTING THE BEST EXPONENTIAL POPULATION[J]. Journal of Systems Science and Complexity, 1989, 0(4) |
| |
| Authors: | Gao Jiti |
| |
| Abstract: | |
| |
| Keywords: | Empirical Bayes rules exponential population asympotic optimal convergence rates |
| 本文献已被 CNKI 等数据库收录！ |
|
