两参数指数分布经验贝叶斯检验:定数截尾情形

数学季刊 ›› 2012, Vol. 27 ›› Issue (1): 54-58.

两参数指数分布经验贝叶斯检验:定数截尾情形

1. Department of Applied Mathematics, Northwestern Polytechnical University 2. College of Medicine, Xi'an Jiaotong University

收稿日期:2009-09-23 出版日期:2012-03-30 发布日期:2023-04-06
作者简介:WANG Liang(1983-), male, native of Xi’an, Shaanxi, a Ph.D. of Northwestern Polytechnical University, engages in Bayes analysis.
基金资助:
Supported by the NNSF of China(70471057)； Supported by the Natural Science Foundation of the Education Department of Shannxi Province(03JK065)

Empirical Bayes Test for Two-parameter Exponential Distribution under Type-II Censored Samples

1. Department of Applied Mathematics, Northwestern Polytechnical University 2. College of Medicine, Xi'an Jiaotong University

Received:2009-09-23 Online:2012-03-30 Published:2023-04-06
About author:WANG Liang(1983-), male, native of Xi’an, Shaanxi, a Ph.D. of Northwestern Polytechnical University, engages in Bayes analysis.
Supported by:
Supported by the NNSF of China(70471057)； Supported by the Natural Science Foundation of the Education Department of Shannxi Province(03JK065)

摘要/Abstract

摘要： The empirical Bayes test problem is considered for scale parameter of two-parameter exponential distribution under type-II censored data. By using wavelets estimation method, the EB test function is constructed, of which the asymptotic optimality and convergence rates are obtained. Finally, an example concerning the main result is given.

关键词: two-parameter exponential distribution, wavelets estimation, empirical Bayes test, asymptotic optimality, convergence rates

Abstract: The empirical Bayes test problem is considered for scale parameter of two-parameter exponential distribution under type-II censored data. By using wavelets estimation method, the EB test function is constructed, of which the asymptotic optimality and convergence rates are obtained. Finally, an example concerning the main result is given.

Key words: two-parameter exponential distribution, wavelets estimation, empirical Bayes test, asymptotic optimality, convergence rates

中图分类号:

O212.8

王亮, 师义民, 常萍. 两参数指数分布经验贝叶斯检验:定数截尾情形[J]. 数学季刊, 2012, 27(1): 54-58.

WANG Liang, SHI Yi-min, CHANG Ping. Empirical Bayes Test for Two-parameter Exponential Distribution under Type-II Censored Samples[J]. Chinese Quarterly Journal of Mathematics, 2012, 27(1): 54-58.

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