【正文】
oss function for the general normal mode . The theoretical Bayes evaluation was indicated by using X marginal distribute density function and its first order derivative . Using the past sample value (x1 x2….xn) and present value x , bined with kernel estimation method to construct relevant function to replace the function in Bayes evaluation , the parameter by empirical Bayes was obtained . It was proved that the proposed estimator was an asymptotical optimal EB estimator. Key words: general normal mode parameter empirical Bayes kernel estimation asymptotical optimality 劉榮玄,1959年生,男,江西遂川人,副教授,長期從事概率論與數(shù)理統(tǒng)計教學(xué)和研究,井岡山學(xué)院數(shù)理學(xué)院,343009,lis8231901@,07968881716。7