Empirical Bayes Tests For Some Non-Exponential Distribution Family

Abstract

Empirical Bayes tests for testing H(0) : theta </= theta(0) against H1 : theta > theta(0) in the distribution family having density f(x\theta) = Ia(x)/A(theta) for 0<x<theta are considered under the linear loss. We construct the empirical Bayes tests delta(n) and Delta(n) and prove that both of them have a good asymptotic property. As a special case, taking a(x) = 1 leads to a result obtained by Karunamuni (1999). But our result gets rid of the condition that the critical point b(G) falls in some interval O, P0, where P0 < theta(0) is a known constant.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1999
Accession Number
ADA370172

Entities

People

  • Jianjun Li
  • Shanti Gupta

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Computations
  • Convergence
  • Data Science
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Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.