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摘要: |
本文研究了舍入数据下Lomax分布形状参数的经验Bayes (EB)单侧检验问题.利用密度函数的递归核估计构造了参数的EB检验函数,并在适当的条件下证明了所提出的EB检验函数的渐近最优性,获得了它的收敛速度.最后,给出一个有关本文主要结果的例子. |
关键词: Lomax分布 递归核估计 经验Bayes检验 渐近最优性 收敛速度 |
DOI: |
分类号:O212.1 |
基金项目:陕西省教育厅专项科研基金(11JK0495);西安建筑科技大学青年科技基金(QN1136;QN1243);西安建筑科技大学人才基金(RC1318)资助 |
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EMPIRICAL BAYES TEST PROBLEM FOR THE SHAPE PARAMETER OF LOMAX DISTRIBUTION WITH ROUNDED DATA |
PENG Jia-long,ZHAO Yan-hui,YUAN Ying
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Abstract: |
In this paper,we consider the empirical Bayes (EB) one-sided test problem for the shape parameter of Lomax distribution in the case of rounded data.The empirical Bayes test rule is constructed by the recursive kernel estimation of probability density function.It is shown that the asymptotically optimal property and convergence rates for the proposed EB test rule are obtained under suitable conditions.Finally,an example about the main results of this paper is given. |
Key words: Lomax distribution recursive kernel estimation empirical Bayes test asymptotic optimality convergence rates |