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Volume 26, Issue 3
Convergence Rate of Empirical Bayes for Two-Parameter Exponential Distribution with Replicated Data

Naiyi Li

Commun. Math. Res., 26 (2010), pp. 211-218.

Published online: 2021-05

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In this paper, empirical Bayes test for a parameter $θ$ of two-parameter exponential distribution is investigated with replicated past data. Under some conditions, the asymptotically optimal property is obtained. It is indicated that the rate of convergence can be very close to $O(N^{−\frac{1}{2}})$ in this case that a parameter $µ$ is known.

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@Article{CMR-26-211, author = {Li , Naiyi}, title = {Convergence Rate of Empirical Bayes for Two-Parameter Exponential Distribution with Replicated Data}, journal = {Communications in Mathematical Research }, year = {2021}, volume = {26}, number = {3}, pages = {211--218}, abstract = {

In this paper, empirical Bayes test for a parameter $θ$ of two-parameter exponential distribution is investigated with replicated past data. Under some conditions, the asymptotically optimal property is obtained. It is indicated that the rate of convergence can be very close to $O(N^{−\frac{1}{2}})$ in this case that a parameter $µ$ is known.

}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/19153.html} }
TY - JOUR T1 - Convergence Rate of Empirical Bayes for Two-Parameter Exponential Distribution with Replicated Data AU - Li , Naiyi JO - Communications in Mathematical Research VL - 3 SP - 211 EP - 218 PY - 2021 DA - 2021/05 SN - 26 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/cmr/19153.html KW - replicated data, empirical Bayes, asymptotic optimality. AB -

In this paper, empirical Bayes test for a parameter $θ$ of two-parameter exponential distribution is investigated with replicated past data. Under some conditions, the asymptotically optimal property is obtained. It is indicated that the rate of convergence can be very close to $O(N^{−\frac{1}{2}})$ in this case that a parameter $µ$ is known.

Li , Naiyi. (2021). Convergence Rate of Empirical Bayes for Two-Parameter Exponential Distribution with Replicated Data. Communications in Mathematical Research . 26 (3). 211-218. doi:
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