Pareto分布参数的经验Bayes检验的收敛速度:NA样本情形

Convergence Rates of Empirical Bayes Test for the Parameter of Pareto Distribution:in the Case of NA Samples

本文讨论了NA(negativeassociation)样本情形Pareto分布参数的经验Bayes(EB)单侧和双侧检验问题.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,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优(a.o.)性并获得了其收敛速度.

In this paper, by using the kernel-type density estimation in the case of identically distributed and negatively associated （NA） samples,the empirical Bayes test rules for the parameter of Pareto distribution are constructed. The asymptotically optimal property and convergence rates for the proposed EB test rules are obtained under suitable conditions.