Monotone empirical bayes test for the parameter of pareto distribution under random censorship
Bang-Qiang He, Wenqing Ni, Jinming Zhou · Journal of Interdisciplinary Mathematics · 2016
This article considers the monotone empirical Bayes (MEB) test problem for the parameter of Pareto distribution with censored data. We construct the MEB test rule for the parameter of Pareto distribution under random censorship. It is shown that the proposed MEB test have asymptotically optimal property. The convergence rate of the MEB test is obtained and the rate can approach to O(n– ½) arbitrarily under suitable conditions.