NA样本下Lindley分布参数的经验Bayes检验

The empirical Bayes test problem for Lindley under NA sample

基于NA随机样本序列,讨论了Lindley分布的参数θ的经验Bayes检验函数问题H_0:θ≤θ0H_1:θ>θ_0。结论:构造了参数的经验Bayes检验函数,并获得其渐近最优性;在适当条件下证明了经验Bayes检验函数的收敛速度Ο(n^(-1/2))。

Under the NA sample,the problem was discussed that the empirical Bayes test problem for lindley. Results： the test function was created by using the kemel estimation with variable window width of density function. The empirical Bayes test function is obtained,and asymptotic optimality is proved,and convergence rates is get on suitable conditions.