讨论了弱平稳φ混合样本下线性指数分布参数的经验Bayes(EB)双侧检验问题,利用概率密度函数的核估计构造了参数的经验Bayes检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优(a.o.)性,并获得了它的收敛速度.
In this paper,by using the kernel-type density estimation in the case of weakly sta- tionaryφ-mixing random sample,the empirical Bayes two-sided test rules for the parameter of linear exponential distribution are constructed.The asymptotically optimal property and convergence rates for the proposed EB test are obtained under suitable conditions.Finally,an example about the main result of this paper is given.