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威布尔分布族刻度参数的经验Bayes检验函数的收敛速度 被引量:1

IMPROVEMENT ON CONVERGENCE RATES FOR EMPIRICAL BAYES TEST FOR THE SCALE PARAMETER OF WEIBULL DISTRIBUTION FAMILY
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摘要 本文研究了在"加权线性损失"下,威布尔分布族刻度参数经验Bayes(EB)检验问题利用概率密度函数的递归核估计,构造了刻度参数的经验Bayes检验函数,并获得了它的收敛速度,在适当的条件下,收敛速度的阶可任意接近O(n^(-1)),推广了文献的结果.最后给出一个有关本文主要结果的例子. In this paper, the empirical Bayes(EB) test of scale parameter for Weibull distribution family is investigated under weighted linear loss. By using the conversive kernel-type density estimation, the empirical Bayes test rules are constructed, and convergence rates are obtained. The order of convergence rates can be arbitrartily close to O(n^-1), under suitable conditions, the results of paper are generalized. Finally an example about the main results of this paper is given.
出处 《数学杂志》 CSCD 北大核心 2014年第4期729-738,共10页 Journal of Mathematics
基金 安徽省高校自然科学基金资助项目(KJ2013Z252)
关键词 威布尔分布族 密度函数的递归核估计 单调Bayes检验函数 EB检验 收敛速度 Weibull distribution family the recursive kernel estimation of density function monotone Bayes test the empirical Bayes test convergence rates
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