Optimal Rate of Empirical Bayes Tests for Lower Truncation Parameters

Abstract

The distributions with lower truncation parameters are important models in statistics and have been studied in recent years. In this paper, we consider the one-sided testing problem for lower truncation parameters through the empirical Bayes approach. The optimal rate of the monotone empirical Bayes tests is obtained and a monotone empirical Bayes test delta sub n in achieving the optimal rate is constructed. It is shown that delta sub n has good performance for both small samples and large samples.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 2000
Accession Number
ADA387032

Entities

People

  • Jianjun Li
  • Shanti Gupta

Organizations

  • Purdue University

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  • Human Systems

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  • Classification
  • Computing-Related Activities
  • Convergence
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  • Probability
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  • Mathematics

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  • Regression Analysis.