摘要
考虑均匀分布族U(θ,cθ),f(x|θ)=((c—1)θ)^(-1)I_((θ.cθ))(x),x,θ∈(0,∞),c>1中检验问题H_0:θ≤θ_0(?)H_1:θ>θ_0的经验Bayes检验。本文证得了经验Bayes检验的收敛速度。
Empirical Bayes test (EBT) is considered for testing H_0:θ≤θ_0(>)H_1:θ>θ_0 in the uniform distribution families, f (x|θ)=c(θ)I_((?),∞)(x), where c>1, c(θ)=((c-1)θ)^(-1),θ∈(?)=(0,∞),x∈(?)=(0,∞). The convergence rate of EBT is also obtained.
基金
The Projoct supported by National Natural Science Fundation of China.
关键词
均匀分布
收敛速度
贝叶斯检验
uniform distribution family, empirical Bayes test, convergence rate
