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On a monotone empirical bayes test procedure in geometric model

โœ Scribed by TaChen Liang; S. Panchapakesan

Publisher
Springer Japan
Year
1992
Tongue
English
Weight
339 KB
Volume
44
Category
Article
ISSN
0020-3157

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โœฆ Synopsis

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 constant c, where n is the number of accumulated past experience (observations) at hand.

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