Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density (Q578773)
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| Language | Label | Description | Also known as |
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| English | Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density |
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Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density (English)
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1987
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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.
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asymptotic distribution of Bayes risk
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maximum likelihood estimator
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monotone empirical Bayes test
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uniform distribution
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least concave majorant of the empirical distribution
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