Two-sided empirical Bayes test for location parameter in the gamma distribution

Min Yuan and Laisheng Wei

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 9, 4215-4225

Abstract: We construct a two-sided empirical Bayes (EB) test for the location parameter in the gamma distribution by non parametric method. Under some mild conditions, we proved that the EB test is asymptotically optimal with the rate of the order O(n-δs2s+1)$O(n^{-\frac{\delta s}{2s+1}})$, where 1/2 ⩽ δ ; 1 is a given natural number.

Date: 2017
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DOI: 10.1080/03610926.2015.1080842

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