• 论文 •

### 随机删失下伽玛分布族参数的经验Bayes双边检验

1. 随机删失下伽玛分布族参数的经验Bayes双边检验
• 收稿日期:2008-07-01 修回日期:1900-01-01 出版日期:2011-04-25 发布日期:2011-08-16

LI Naiyi. THE EMPIRICAL BAYES TWO-SIDED TEST FOR THE PARAMETER OF GAMMA DISTRIBUTION FAMILY UNDER RANDOM CENSORED[J]. Journal of Systems Science and Mathematical Sciences, 2011, 31(4): 458-465.

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

LI Naiyi

1. College of Science, Guangdong Ocean University, Zhanjiang
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 $O(n^{-\frac{1}{2}})$.