华中师范大学学报（自然科学版）2011，Vol.45Issue(4)：542-546,5.
双指数分布族参数EB估计的最优性
Optimal behavior of EB estimator for two-exponential distribution family
摘要
Abstract
This paper is to discuss the Bayes estimation about location parameter of two-exponential distribution under a LINEX loss function. Under the NA (negatively associated) samples, it uses the method of kernel density estimates to construct probability density estimation of marginal distribution. According to the parameter's Bayes estimation form, it obtains its empirical Bayes (EB) estimation function. It can be proved that the given EB estimation function is asymptotic optimal under certain conditions and its convergence rate can be obtained. Finally, examples are given to show that the priori distribution of parameter exists under suitable conditions.关键词
NA样本/双指数分布/LINEX损失/EB估计/渐近性Key words
NA samples/ two-exponential distribution/ LINEX loss/ EB estimator/ as-ymptotical behavior分类
数理科学引用本文复制引用
刘荣玄,曹艳华..双指数分布族参数EB估计的最优性[J].华中师范大学学报（自然科学版）,2011,45(4):542-546,5.基金项目
江西省教学改革项目(JXJG-08-15-26) （JXJG-08-15-26）
江西省教育科学"十一五"规划项目(09YB070). （09YB070）
