Nonparametric empirical bayes estimation of the probability that x ≥ y |
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| Authors: | Myles Hollander Ramesh M Korwar |
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| Institution: | 1. Florida State University , Tallahassee, Florida;2. University of Massachusetts , Amtherst, Massachusetts |
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| Abstract: | 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. |
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| Keywords: | Ferguson's Dirichlet process prior information asymptotic optimality |
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