应用数学2006，Vol.19Issue(3)：504-511,8.
指数分布中寿命参数的经验贝叶斯检验
Empirical Bayes Test for the Life Parameter in the Exponential Distribution
摘要
Abstract
We consider the test problem of the life parameter in the exponential distribution using empirical Bayes (EB) approach. For the hypothesis Ho: θ≤θ0 against H1 : θ＞θ0, we establish the same upper bound for the regret risk of empirical Bayes test by using two different kernel estimation methods under the linear error loss. The rate of convergence obtained here is better than any other earlier results in the literature.关键词
经验贝叶斯/概率密度估计/收敛速度Key words
Empirical Bayes/Probability density estimation/Rate of convergence分类
数理科学引用本文复制引用
王立春..指数分布中寿命参数的经验贝叶斯检验[J].应用数学,2006,19(3):504-511,8.基金项目
Supported by the National Natural Science Foundation of China ( 10571001) （ 10571001）
