随机删失下伽玛分布族参数的经验Bayes双边检验

李乃医

系统科学与数学 ›› 2011, Vol. 31 ›› Issue (4) : 458-465.

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中国科学院数学与系统科学研究院期刊网
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系统科学与数学 ›› 2011, Vol. 31 ›› Issue (4) : 458-465. DOI: 10.12341/jssms10378
论文

随机删失下伽玛分布族参数的经验Bayes双边检验

    李乃医
作者信息 +

THE EMPIRICAL BAYES TWO-SIDED TEST FOR THE PARAMETER OF GAMMA DISTRIBUTION FAMILY UNDER RANDOM CENSORED

    LI Naiyi
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文章历史 +

摘要

利用经验贝叶斯方法研究了伽玛分布参数的双边检验问题, 构造了一个在 历史样本被随机右删失的条件下参数的经验Bayes检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的
渐近最优性, 并获得了它的收敛速度可任意接近O(n−12).

Abstract

This paper studies two-sided test problem of Gamma distribution by the empirical Bayes approach.The test rule for the parameter of Gamma distribution is constructed under the condition that the past samples are randomly censored from the right. The asymptotically optimal property is obtained and it is show that the convergence rate for the proposed EB test is arbitrarily close to O(n−12).

关键词

随机删失 / 经验Bayes检验 / 渐进最优性 / 收敛速度.

Key words

Random censored / empirical Bayes test / asymptotic optimality / convergence rate.

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李乃医. 随机删失下伽玛分布族参数的经验Bayes双边检验. 系统科学与数学, 2011, 31(4): 458-465. https://doi.org/10.12341/jssms10378
LI Naiyi. THE EMPIRICAL BAYES TWO-SIDED TEST FOR THE PARAMETER OF GAMMA DISTRIBUTION FAMILY UNDER RANDOM CENSORED. Journal of Systems Science and Mathematical Sciences, 2011, 31(4): 458-465 https://doi.org/10.12341/jssms10378
中图分类号： 62C12   
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