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

被引：0
作者：
Min Yuan
Qian Zhang
Lai-sheng Wei
机构：
[1] Anhui Medical University,School of Public Health Administration
[2] University of Science and Technology of China,Department of Statistics and Finance
来源：
Applied Mathematics-A Journal of Chinese Universities | 2018年 / 33卷
关键词：
three parameter Gamma distribution; location parameter; one-sided empirical Bayes test; asymptotically optimality; convergence rate; 62C12; 62H15;
D O I：
暂无
中图分类号：
学科分类号：
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−δs2s+1)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$O({n^{ - \frac{{\delta s}}{{2s + 1}}}})$$\end{document}, where 1/2 ≤ δ < 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.
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页码：287 / 297
页数：10
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