Empirical Bayes Two-Sided Test for the Parameter of Linear Exponential Distribution for Random Index
Serdica Mathematical Journal, Tome 40 (2014) no. 3-4, pp. 261-272
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In the case of random index, the empirical Bayes two-side test rule for the parameter of linear exponential distribution is constructed. The asymptotically optimal property for the proposed EB test is obtained under suitable conditions. It is shown that the convergence rates of the proposed EB test rules can arbitrarily close to O(n^−1/2). 2010 Mathematics Subject Classification: 62C12, 62F15.
Keywords:
random index, empirical Bayes test, asymptotic optimality, convergence rates
@article{SMJ2_2014_40_3-4_a3,
author = {Juan, Huang},
title = {Empirical {Bayes} {Two-Sided} {Test} for the {Parameter} of {Linear} {Exponential} {Distribution} for {Random} {Index}},
journal = {Serdica Mathematical Journal},
pages = {261--272},
publisher = {mathdoc},
volume = {40},
number = {3-4},
year = {2014},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SMJ2_2014_40_3-4_a3/}
}
TY - JOUR AU - Juan, Huang TI - Empirical Bayes Two-Sided Test for the Parameter of Linear Exponential Distribution for Random Index JO - Serdica Mathematical Journal PY - 2014 SP - 261 EP - 272 VL - 40 IS - 3-4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SMJ2_2014_40_3-4_a3/ LA - en ID - SMJ2_2014_40_3-4_a3 ER -
Juan, Huang. Empirical Bayes Two-Sided Test for the Parameter of Linear Exponential Distribution for Random Index. Serdica Mathematical Journal, Tome 40 (2014) no. 3-4, pp. 261-272. http://geodesic.mathdoc.fr/item/SMJ2_2014_40_3-4_a3/