一类单边截断型分布族参数的双侧经验Bayes检验问题

Two-sided Empirical Bayes Test for the Parameter of One-side Truncated Distribution Families with Linex Loss

讨论一类单边截断型分布族参数的双侧经验Bayes(EB)检验问题 ,构造了参数的EB判决函数 ,证明它具有渐近最优性 ,并且获得了收敛速度。

We investigate the asymptotical optimality and convergence rate of EB test for the parameter of the one-side truncated distribution families under linex loss. The EB test decision function is given. The EB test is asymptotically optimal and its convergence rate is O(n -r ),r=sδ2s+1, where s>1 is a suitable natural number and 0<δ<1.