Year: 2010
Author: Naiyi Li
Communications in Mathematical Research , Vol. 26 (2010), Iss. 3 : pp. 211–218
Abstract
In this paper, empirical Bayes test for a parameter $θ$ of two-parameter exponential distribution is investigated with replicated past data. Under some conditions, the asymptotically optimal property is obtained. It is indicated that the rate of convergence can be very close to $O(N^{−\frac{1}{2}})$ in this case that a parameter $µ$ is known.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2010-CMR-19153
Communications in Mathematical Research , Vol. 26 (2010), Iss. 3 : pp. 211–218
Published online: 2010-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: replicated data empirical Bayes asymptotic optimality.