Empirical bayes testing of a distribution function with d1richlet process priors |
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Authors: | Susarla V E. G. Phadia William |
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Affiliation: | 1. University of Wisconsin , Milwaukee;2. Patersoii College , New Jersey |
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Abstract: | This paper considers the generalised empirical Bayes two-action (testing) and multiple action problems concerning a distribution function The Dirichiet process priors p of Ferguson have been used as the prior distributions on the space of distribution functions on the real line. The two-action component problem is considered in detail and when p is unknown partially empirical Bayes procedures {6 } which are asymptotically optimal with rates 0{jT1/2) and OCCmCn+l)) |
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Keywords: | nonparametric linear-loss testing generalized empirical Bayes admissible tests |
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