Empirical Bayes Tests For Some Non-Exponential Distribution Family
Shanti S. Gupta, LI Jian-jun · 1999
Abstract : Empirical Bayes tests for testing H(0) : theta theta(0) in the distribution family having density f(x\theta) = Ia(x)/A(theta) for 0<x<theta are considered under the linear loss. We construct the empirical Bayes tests delta(n) and Delta(n) and prove that both of them have a good asymptotic property. As a special case, taking a(x) = 1 leads to a result obtained by Karunamuni (1999). But our result gets rid of the condition that the critical point b(G) falls in some interval O, P0, where P0 < theta(0) is a known constant.