摘要
本文对连续型单参指数族单边和双边假设检验问题导出了Bayes检验函数 ,利用同分布NA样本构造了经验Bayes(EB)检验函数 ,在适当条件下证明了EB检验函数的渐近最优性并获得了其收敛速度 。
In this paper,the Bayes one-sided and two-sided test problems for the continuous one-parameter exponential family have been derived and the empirical Bayes(EB) test rules are constructed by using the identically distributed and negatively associated (NA) samples.The asymptotic optimal property and convergence rates for the proposed EB test rules are obtained.Finally,an example concerning main results is given.
出处
《应用数学》
CSCD
北大核心
2004年第2期263-270,共8页
Mathematica Applicata
基金
国家自然科学基金 (199710 85 )
国家教委博士点基金
中科院创新基金资助项目
关键词
经验BAYES检验
连续型单参指数族
渐近最优性
收敛速度
NA样本
Continuous one-parameter exponential family
NA samples
Empirical Bayes test
Asymptotic optimality
Convergence rates
