Monotone Empirical Bayes Inference for Parameter of Exponential Distribution

被引：1

作者：

Huang, Juan ^{[1
]}

Li, Naiyi ^{[1
]}

Liu, Huaxiang ^{[1
]}

Zhang, Jian ^{[1
]}

机构：

[1] Guang Dong Ocean Unvers, Sch Sci, Zhan Jiang 524088, Peoples R China

来源：

2009 IEEE INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTING AND INTELLIGENT SYSTEMS, PROCEEDINGS, VOL 2 | 2009年

关键词：

phi; -; mixing; empirical Bayes test; asymptotic optimality; convergence rates; RATES; CONVERGENCE;

D O I：

10.1109/ICICISYS.2009.5358068

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Under the linear loss, we consider the test problem of the life parameter in the exponential distribution using empirical Bayes (EB) approach and present a monotone EB test possessing a rate of convergence which can be arbitrarily close to O(n(-1)) under the condition that the past samples are $/phi$-mixing

引用

页码：9 / +

页数：2

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