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

(整期优先)网络出版时间:2018-03-13
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Inthispaper,wedevotetoconstructingtheone-sidedempiricalBayes(EB)testforthelocationparameterintheGammadistributionbynonparametricmethod.Undersomemildconditions,weprovethattheEBtestisasymptoticallyoptimalwiththerateoftheorderO(n-δs/2s+1),where1/2≦δ<1ands>1isagivennaturalnumber.Anexampleisalsogiventoillustratethattheconditionsofthemaintheoremsareeasilysatisfied.