Nonparametric empirical bayes estimation of the probability that x ≥ y
Myles Hollander, Ramesh M. Korwar · Communication in Statistics- Theory and Methods · 1976
A sequence of empirical Bayes estimators is defined for estimating, in a two-sample problem, the probability that X ≥ Y. The sequence is shown to be asymptotically optimal relative to a Ferguson Dirichlet process prior.