一类连续型单参数指数族参数的经验Bayes检验问题

Empirical Bayes test problem of the parameter for the continuous one-parameter exponential family

讨论了独立同分布样本情形下一类连续型单参数指数族参数的经验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.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,并获得了其收敛速度.最后,给出了一个满足丈中主要结果的例子.

In this paper, the empirical Bayes（EB） one-sided test problem for the continuous one-parameter exponential family is considered. The empirical Bayes test rule is constructed by using the recursive kernel estimation of probability density function. The asymptotically optimal property and convergence rate for the proposed EB test rule are obtained under suitable conditions. Finally, an example concerning main results is given.