两两NQD序列下Lomax分布参数的经验Bayes检验

Empirical Bayes Test for Parameters of Lomax Distribution with NQD Random Samples

讨论了Lomax分布参数的经验Bayes双边检验问题.对于两两NQD样本序列,利用核函数估计方法给出了检验函数,证明了该检验函数是渐近最优的,并在适当的条件下得到其收敛速度.

The two-sided test problem for parameters of the Lomax distribution was investigated by using the empirical Bayes（ EB） approach. The EB test function was constructed by using the kernel-type estimation for pariwise negative quadrant dependent（ NQD） samples,and the convergence rate for the EB test function was obtained under suitable conditions. The results show that EB test function is asymptotically optimal.