本文研究了线性指数分布参数的渐近最优的经验Bayes估计问题.利用概率密度函数的核估计。构造了参数的经验Bayes(EB)估计,获得了所提出的EB估计是渐近最优的.
In this paper, the empirical Bayes estimation problem of the parameter for linear exponential distribution is investigated. By using the kernel-type density estimation, the empirical Bayes estimator is constructed. It is shown that the proposed estimator is an asymptotically optimal EB estjmator.