标题:
纵向数据下线性指数分布参数的经验Bayes双边检验The Empirical Bayes Two-Sided Tests for the Parameter of Linear Exponential Distribution under Longitudinal Data
作者:
罗修辉, 韦程东, 李进立
关键字:
纵向数据, 线性指数分布, 经验Bayes, 渐近最优性, 收敛速度Longitudinal Data, Linear Exponential Distribution, Empirical Bayes Test, Asymptotic Optimality, Convergence Rate
期刊名称:
《Statistics and Application》, Vol.5 No.3, 2016-09-09
摘要:
基于纵向数据下，本文讨论了在平方损失函数下线性指数分布参数的双边检验问题，利用Markov不等式证明了构造的经验贝叶斯双边检验函数具有渐近最优性，并获得了其收敛速度。
In the case of longitudinal data, this paper studies two-side test problem of linear exponential dis-tribution parameters under square loss function. By applying Markov inequality, the EB test rules for parameter of the linear exponential distribution are constructed and the asymptotically optimal property is obtained. Finally, we obtain the convergence rate of the proposed EB test under suitable conditions.