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On a monotone empirical Bayes test in a positive exponential family

โœ Scribed by TaChen Liang

Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
340 KB
Volume
32
Category
Article
ISSN
1598-5865

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๐Ÿ“œ SIMILAR VOLUMES

On a monotone empirical bayes test proce
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A monotone empirical Bayes procedure is proposed for testing Ho : 0 > 00 against H1 : 0 < 00, where 0 is the parameter of a geometric distribution. The asymptotic optimality of the test procedure is established and the associated convergence rate is shown to be of order O(exp(-cn)) for some positive

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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