随机删失下刻度参数的单调经验贝叶斯检验

Monotone Empirical Bayes Test for Scale Parameter under Random Censorship

  • 摘要: 利用经验贝叶斯方法研究了刻度指数族的两行动问题, 提出了一个在历史样本被随机右删失的条件下收敛速度可以任意接近O(n^-1)的单调经验贝叶斯检验.

     

    Abstract: We study the two-action problem in the scale-exponential family via the empirical Bayes (EB) approach and present a monotone EB test possessing a rate of convergence which can be arbitrarily close to O(n^-1) under the condition that the past samples are randomly censored from the right.

     

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