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On a monotone empirical bayes test procedure in geometric model

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Abstract

A monotone empirical Bayes procedure is proposed for testing H 0: θ ≥ θ 0 against H 1: θ < θ 0, where θ is the parameter of a geometric distribution. The asymptotic optimality of the test procedure is established and the associated convergence rate is shown to be of order O(exp(-cn)) for some positive constant c, where n is the number of accumulated past experience (observations) at hand.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Wayne State University, 48202, Detroit, MI, U.S.A.

    TaChen Liang

  2. Department of Mathematics, Southern Illinois University, 62901-4408, Carbondale, IL, U.S.A.

    S. Panchapakesan

Authors
  1. TaChen Liang
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  2. S. Panchapakesan
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Additional information

This research was supported in part by the NSF Grants DMS-8702620 and DMS-8717799 at Purdue University.

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Liang, T., Panchapakesan, S. On a monotone empirical bayes test procedure in geometric model. Ann Inst Stat Math 44, 133–140 (1992). https://doi.org/10.1007/BF00048675

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  • DOI: https://doi.org/10.1007/BF00048675

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