| 伽玛分布族参数的经验Bayes双边检验的收敛速度:NA样本情形 |
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| 引用本文： | 陈家清,刘次华.伽玛分布族参数的经验Bayes双边检验的收敛速度:NA样本情形[J].数学杂志,2007,27(1):53-59. |
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| 作者姓名： | 陈家清 刘次华 |
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| 作者单位： | 1. 武汉理工大学(余家头校区)统计学系,湖北武汉,430063
2. 华中科技大学数学系,湖北武汉,430074 |
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| 摘 要： | 本文研究了NA样本情形下,伽玛分布族形状参数的经验Bayes(EB)双边检验问题.利用概率密度函数的核估计,构造了参数的经验Bayes检验函数,并在适当的条件下,证明了所提出的经验Bayes检验函数的渐近取优(a.o.)性,获得了其收敛速度.
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| 关 键 词： | 密度函数的核估计 经验Bayes检验 渐近最优性 收敛速度 双边检验 |
| 文章编号： | 0255-7797（2007）01-0053-07 |
| 修稿时间： | 2005-05-232005-12-19 |
CONVERGENCE RATES OF EMPIRICAL BAYES TWO-SIDED TEST FOR THE PARAMETER OF GAMMA DISTRIBUTION FAMILIES:IN THE CASE OF NA SAMPLES |
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| CHEN Jia-qing,LIU Ci-hua.CONVERGENCE RATES OF EMPIRICAL BAYES TWO-SIDED TEST FOR THE PARAMETER OF GAMMA DISTRIBUTION FAMILIES:IN THE CASE OF NA SAMPLES[J].Journal of Mathematics,2007,27(1):53-59. |
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| Authors: | CHEN Jia-qing LIU Ci-hua |
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| Institution: | 1. Dept. of Statistics, Wuhan University of Technology, Wuhan 430063, China;2. Dept. of Math. , Huazhong University of Science and Technology, Wuhan 430074, China |
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| Abstract: | In this paper,the empirical Bayes(EB) two-sided test problem of shape parameter for Gamma distribution families in the case of identically distributed and negatively associated (NA) samples is investigated.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 testrules are obtained under suitable conditions. |
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| Keywords: | the kernel estimation of density function empirical Bayes test asymptotic optimality convergence rates NA samples |
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