One-sided empirical Bayes test for location parameter in Gamma distribution

被引：1

作者：

Yuan Min ^{[1
]}

Zhang Qian ^{[2
]}

Wei Lai-sheng ^{[2
]}

机构：

[1] Anhui Med Univ, Sch Publ Hlth Adm, Hefei 230032, Anhui, Peoples R China

[2] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China

来源：

APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B | 2018年 / 33卷 / 03期

基金：

中国国家自然科学基金;

关键词：

three parameter Gamma distribution; location parameter; one-sided empirical Bayes test; asymptotically optimality; convergence rate; CONVERGENCE-RATES; 2-ACTION PROBLEMS;

D O I：

10.1007/s11766-018-3462-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we devote to constructing the one-sided empirical Bayes (EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we prove that the EB test is asymptotically optimal with the rate of the order O(n - delta s/2s+1), where 1/ 2 <= delta < 1 and s > 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.

引用

页码：287 / 297

页数：11