Linex损失下Pareto分布参数的EB估计：PA样本情形

摘要

Under Linex loss,the EB estimation for the parameter of Pareto distribution was discussed.By using the kernel density estimation in the case of positive association（PA） samples,the empirical Bayes estimation for the parameter of Pareto distribution was constructed.The convergence rate of EB estimation was obtained and the rate can approached 1 arbitrarily under certain conditions.%在Linex损失下,讨论了Pareto分布参数的经验Bayes（EB）估计.利用同分布PA样本下概率密度函数的核估计构造了参数的经验Bayes估计,建立了所提出经验Bayes估计的收敛速度.在一定的条件下该收敛速度可以任意接近于1.