Convergence rates for empirical Bayes two-action problems: the uniform U ( 0, θ ) distribution

Mohamed Tahir

International Journal of Stochastic Analysis, 1992, vol. 5, 1-9

Abstract:

The purpose of this paper is to study the convergence rates of a sequence of empirical Bayes decision rules for the two-action problems in which the observations are uniformly distributed over the interval ( 0 , θ ) , where θ is a value of a random variable having an unknown prior distribution. It is shown that the proposed empirical Bayes decision rules are asymptotically optimal and that the order of associated convergence rates is O ( n − α ) , for some constant α , 0 < α < 1 , where n is the number of accumulated past observations at hand.

Date: 1992
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/5/789030.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/5/789030.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:789030

DOI: 10.1155/S1048953392000145

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().