Application of a Dominated Convergence Theorem to the Empirical Bayes Problem.
NEW MEXICO UNIV ALBUQUERQUE DEPT OF MATHEMATICS AND STATISTICS
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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.
- Statistics and Probability