Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density (Q578773): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q634407 |
Changed an Item |
||
Property / author | |||
Property / author: Hans C. van Houwelingen / rank | |||
Normal rank |
Revision as of 03:25, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density |
scientific article |
Statements
Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density (English)
0 references
1987
0 references
A monotone empirical Bayes test is derived for testing \(\theta \leq \theta_ 0\) against \(\theta >\theta_ 0\) given observations from a uniform distribution on [0,\(\theta)\). The test is based on the least concave majorant of the empirical distribution function. The test is shown to be asymptotically optimal, a Monte Carlo simulation exercise is presented to illustrate the validity of the asymptotic results for various values of the sample size.
0 references
asymptotic distribution of Bayes risk
0 references
maximum likelihood estimator
0 references
monotone empirical Bayes test
0 references
uniform distribution
0 references
least concave majorant of the empirical distribution
0 references