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June, 1987 Monotone Empirical Bayes Test for Uniform Distributions Using the Maximum Likelihood Estimator of a Decreasing Density
J. C. van Houwelingen
Ann. Statist. 15(2): 875-879 (June, 1987). DOI: 10.1214/aos/1176350381

Abstract

An empirical Bayes test for testing $\vartheta \leq \vartheta_0$ against $\vartheta > \vartheta_0$ for the uniform distribution on $\lbrack 0, \vartheta)$ is discussed. The relation is shown with the estimation of a decreasing density on $\lbrack 0, \infty)$ and a monotone empirical Bayes test is derived based on the least-concave majorant of the empirical distribution function. The asymptotic distribution of the Bayes risk is obtained and some Monte Carlo results are given.

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J. C. van Houwelingen. "Monotone Empirical Bayes Test for Uniform Distributions Using the Maximum Likelihood Estimator of a Decreasing Density." Ann. Statist. 15 (2) 875 - 879, June, 1987. https://doi.org/10.1214/aos/1176350381

Information

Published: June, 1987
First available in Project Euclid: 12 April 2007

zbMATH: 0624.62011
MathSciNet: MR888446
Digital Object Identifier: 10.1214/aos/1176350381

Subjects:
Primary: 62C12
Secondary: 62F12

Rights: Copyright © 1987 Institute of Mathematical Statistics

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Vol.15 • No. 2 • June, 1987
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