在弱平稳α-混合样本下,利用核估计构造了Pareto分布参数的经验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。
By the kernel estimation under weakly stationary α-mixing random samples, the empirical Bayes test rule for the parameter of Pareto distribution is constructed. The asymptotically optimal property and convergence rates for the proposes EB test are obtained under suitable conditions.