IJPAM: Volume 40, No. 1 (2007)

ON AN EMPIRICAL BAYES TEST FOR
TRUNCATION PARAMETERS USING NA SAMPLES

Bao-Li Liu$^1$, Hui-Guang Kang$^2$, Yong Xu$^3$
$^1$Department of Computer Science and Technology
Northwestern Polytechnical University
Xi'an, Shaanxi, 710072, P.R. CHINA
$^2$Department of Mathematics
Anyang Teachers College
Anyang, Henan, 455000, P.R. CHINA
$^3$Department of Applied Mathematics
Northwestern Polytechnical University
Xi'an, Shaanxi, 710072, P.R. CHINA
e-mails: [email protected], [email protected]


Abstract.An empirical Bayes test (EBT) is considered in the two-side truncation distribution family using NA samples. The kernal estimation of probability density is adopted to construct the EBT, and under some certain conditions the proposed EBT is asymptotic optimal. Finally, an example satisfying conditions of theorem is given.

Received: July 25, 2007

AMS Subject Classification: 62C12

Key Words and Phrases: NA samples, empirical Bayes test (EBT), Bayes risk, kernel function, asymptotic optimality

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2007
Volume: 40
Issue: 1