摘要
The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated(PA) samples under weighted square loss function.We construct the empirical Bayes(EB) estimator and prove it is asymptotic optimal.
基金
Supported by the Anhui University of Technology and Science Foundation for the Recruiting Talent(2009YQ005) Acknowledgements The authors thank the referee for his/her careful reading of the manuscript and many useful suggestions.