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Empirical Bayes detection of a change in distribution

โœ Scribed by Rohana J. Karunamuni; Shunpu Zhang

Publisher
Springer Japan
Year
1996
Tongue
English
Weight
717 KB
Volume
48
Category
Article
ISSN
0020-3157

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โœฆ Synopsis

The problem of detection of a change in distribution is considered.

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โœ TaChen Liang ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 104 KB

We study the two-action problem in a discrete normal distribution via the empirical Bayes approach. An empirical Bayes test \* n is constructed based on an estimator a \* n of the critical point aG of the Bayes test. The empirical Bayes test \* n possesses the monotonicity and the asymptotic optimal