One-sided empirical Bayes test for location parameter in Gamma distribution

YUAN Min; ZHANG Qian; WEI Laisheng

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One-sided empirical Bayes test for location parameter in Gamma distribution

YUAN Min 1 * #,ZHANG Qian 2,WEI Laisheng 2

1.School of Mathematics, University of Science and Technology of China, Hefei 230026

2.Department of Statistics and Finance, University of Science and Techonology of China, Hefei 230026

*Correspondence author

#Submitted by

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Funding: National NaturalScience Foundation of China （No.11201452, 11271346）, Specialized Research Fund for the Doctoral Program of Higher Education （No.20123402120017）

Opened online:28 May 2015

Accepted by: none

Citation: YUAN Min,ZHANG Qian,WEI Laisheng.One-sided empirical Bayes test for location parameter in Gamma distribution[OL]. [28 May 2015] http://en.paper.edu.cn/en_releasepaper/content/4644362

In this paper, we devote to construct the one-sided empirical Bayes (EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we proved that the EB test is asymptotically optimal with the rate of the order , where and s>1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.

Keywords:Gamma distribution; Location parameter; One-sided empirical Bayes test; Asymptotically optimality; Convergence rate.

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