教師資料查詢 | 類別: 期刊論文 | 教師: 黃文濤 HUANG, WEN-TAO (瀏覽個人網頁)

標題:Testing in two parameter exponential distributions via empirical Bayes method
學年97
學期2
出版(發表)日期2009/05/01
作品名稱Testing in two parameter exponential distributions via empirical Bayes method
作品名稱(其他語言)
著者黃文濤; Huang, Wen-tao; Shih, Ching-jui
單位淡江大學經營決策學系
出版者Springer
著錄名稱、卷期、頁數Journal of Applied Mathematics and Computing 30(1-2), pp.409-426
摘要A monotone empirical Bayes test δ n * for testing the hypotheses H 0:θ≤θ 0 versus H 1:θ>θ 0 using a linear error loss in the two-parameter exponential distribution having probability density , x>θ>0, with unknown scale parameter β is considered. The asymptotic optimality of δ n * is studied and under certain regularity conditions, it is shown that the regret of δ n * converges to zero at a rate , where n is the number of past data available and r is some related positive integer with 0≤α≤1. The rate improves significantly the result of [10] under unknown β.
關鍵字
語言英文
ISSN1598-5865
期刊性質國外
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產學合作
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審稿制度
國別德國
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