摘要
本文旨在研究正态分布参数(μ,σ~2)的线性组合的经验Bayes检验问题。文中构造了经验Bayes判决准则,证明了它具有渐近最优(a.o.)的性质,并在适当的条件下得到了O(n^(-(k-1)λ/2k+2)的收敛速度,其中k≥2为某个自然数,而O<λ<2。
The purpose of this paper is to investigate the convergence behavior of the EB test for the parameter of normal family. The EB test decision rule is given. It is found that the test given is asymptotically optimal and its convergence rate is O(n-((λ(k-1))/(2k+2)), where k>2 is a suitable natural number and 0<λ<2.
关键词
正态分布
收敛速度
EB判决
normal distribution, EB decision, a. o., convergence rate
