Accession Number:

ADA001136

Title:

Application of a Dominated Convergence Theorem to the Empirical Bayes Problem.

Descriptive Note:

Technical rept.,

Corporate Author:

NEW MEXICO UNIV ALBUQUERQUE DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s):

Report Date:

1974-10-01

Pagination or Media Count:

11.0

Abstract:

The purpose of this paper is to obtain weaker sufficient conditions than those given by Robbins for the asymptotic optimality of empirical Bayes procedures. In so doing a general method for proving asymptotic optimality is given which because of its simplicity should prove quite useful not only for the empirical Bayes problem but for other related asymptotic problems as well. Three areas of application are indicated.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE