中国科学技术大学学报 ›› 2013, Vol. 43 ›› Issue (2): 156-161.DOI: 10.3969/j.issn.0253-2778.2013.02.011
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张 倩
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ZHANG Qian
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摘要： 在加权损失函数下讨论了刻度指数族中参数的经验Bayes(EB)双边检验问题.利用概率密度函数及其导数的核估计方法构造了EB检验函数并证明了其渐近最优性，获得了其收敛速度.最后,给出了一个符合定理条件的例子.
关键词: 刻度指数族, EB双边检验, 加权乘积损失函数, 渐近最优性, 收敛速度
Abstract: Under the weighed loss function, the two-sided empirical Bayes (EB) test of parameters for the scale exponential family was discussed. The EB test rules were constructed by kernel estimation method. The asymptotical optimality and convergence rates of the EB test rules were obtained. Finally, an example satisfying the conditions of the theorem was shown.
Key words: scale exponential family, two-sided empirical Bayes test, weighed product loss function, asymptotically optimality, convergence rate
张 倩，韦来生. 刻度指数族参数的经验Bayes双边检验问题 ——加权损失函数情形[J]. 中国科学技术大学学报, 2013, 43(2): 156-161.
ZHANG Qian, WEI Laisheng. The two-sided empirical Bayes test of parameters for scale exponential family under weighed loss function[J]. Journal of University of Science and Technology of China, 2013, 43(2): 156-161.
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http://just-cn.ustc.edu.cn/CN/Y2013/V43/I2/156
