目的研究负相依样本情形下Rayleigh分布参数的经验Bayes检验问题。方法利用概率密度函数核估计方法获得密度函数及其导数的非参数估计。结果获得了经验Bayes检验函数,证明了检验函数的渐近最优性,得到其收敛速度。结论利用单调经验Bayes方法证明该检验函数可以达到最优。
Aim To study the empirical Bayes test problem for Rayleigh distribution under negatively associated samples. Methods Density estimation by the kernel estimation. Results The asymptotic optimality and convergence rates of the empirical Bayes test function are obtained under some suitable conditions. Conclusion The empirical Bayes test function is constructed.