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

作     者：YUAN Min ZHANG Qian WEI Lai-sheng 

作者机构：School of Public Health Administration Anhui Medical University Department of Statistics and Finance University of Science and Technology of China 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：2018年第33卷第3期

页      面：287-297页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：Supported by the National Natural Science Foundation of China(11671375 and 11471303) Natural Science Foundation of Anhui Provincial Education Department(KJ2017A171) 

主　　题：three parameter Gamma distribution location parameter one-sided empirical Bayes test asymptotically optimality convergence rate 

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^(-δs/(2s+1))), where 1/2 ≤ δ 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.