Two-sided empirical Bayes test for location parameter in the gamma distribution
Min Yuan, Laisheng Wei · Communication in Statistics- Theory and Methods · 2016
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 , where 1/2 ⩽ δ; 1 is a given natural number.