Empirical Bayes one-sided tests for scale parameter of Gamma distribution family
Zhou Yao · Journal of Hefei University of Technology · 2013
Empirical Bayes test problems of scale parameter of Gamma distribution family in the case of independent identically distributed samples are studied.Under the assumption that the critical point of Bayes test function is within some known compact interval,an empirical Bayes test function for scale parameter is constructed.The asymptotic optimality is proved and a rate of convergence of order O(n-1)is achieved in a suitable condition.An example which satisfies the condition is presented.