ON A MONOTONE EMPIRICAL BAYES TEST PROCEDURE IN GEOMETRIC MODEL

被引：2

作者：

LIANG, TC

PANCHAPAKESAN, S

机构：

[1] WAYNE STATE UNIV,DEPT MATH,DETROIT,MI 48202

[2] SO ILLINOIS UNIV,DEPT MATH,CARBONDALE,IL 62901

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1992年 / 44卷 / 01期

关键词：

BAYES; EMPIRICAL BAYES; HYPOTHESIS TESTING; GEOMETRIC; ANTITONIC AND ISOTONIC REGRESSION; ASYMPTOTIC OPTIMALITY; CONVERGENCE RATE;

D O I：

10.1007/BF00048675

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A monotone empirical Bayes procedure is proposed for testing H-0 : theta greater-than-or-equal-to theta-0 against H-1 : theta < theta-0, where theta is the parameter of a geometric distribution. The asymptotic optimality of the test procedure is established and the associated convergence rate is shown to be of order O(exp(-cn)) for some positive constant c, where n is the number of accumulated past experience (observations) at hand.

引用

页码：133 / 140

页数：8

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