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−δs2s+1)\documentclass[12pt]{minimal}
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\begin{document}$$O({n^{ - \frac{{\delta s}}{{2s + 1}}}})$$\end{document}, where 1/2 ≤ δ < 1 and s > 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.
机构:
School of Public Health Administration, Anhui Medical UniversitySchool of Public Health Administration, Anhui Medical University
YUAN Min
ZHANG Qian
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机构:
Department of Statistics and Finance, University of Science and Technology of ChinaSchool of Public Health Administration, Anhui Medical University
ZHANG Qian
WEI Lai-sheng
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机构:
Department of Statistics and Finance, University of Science and Technology of ChinaSchool of Public Health Administration, Anhui Medical University