平方损失下指数-威布尔分布参数的经验Bayes检验问题

Parameter Bayes Test Problem of Exponential-Weibull Distribution Under Quadratic Loos Function

通过研究平方损失函数下指数-威布尔分布的经验B ayes检验问题,对密度函数及其导函数采用核估计的方法构造参数的EB的估计,获得了检验函数的渐进性,最后在适当的条件下推导证明了其收敛速度。

This paper deals with the empirical Bayes （EB） test problem of the parameter for Exponential-Weibull Distribution under the Quadratic Loos Function. The EB test rule is constructed by the kernel estimation method on Bessel function. The asymptotically optimal property is obtained. The convergence rate of the proposed EB test rules under suitable condition is proved at the end of the paper.