Accession Number:

ADA181356

Title:

On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems. Discrete Case.

Descriptive Note:

Technical rept.,

Corporate Author:

PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS

Personal Author(s):

Report Date:

1987-03-01

Pagination or Media Count:

16.0

Abstract:

The purpose of this paper is to investigate the convergence rates of a sequence of empirical Bayes decision rules for the two-action decision problems where the distributions of the observations belong to a discrete exponential family. It is found that the sequence of the empirical Bayes decision rules under study is asymptotically optimal, and the order of associated convergence rates is Oexp-cn, for some positive constant c, where n is the number of accumulated past experience observations at hand. Two examples are provided to illustrate the performance of the proposed empirical Bayes decision rules. A comparison is also made between the proposed empirical Bayes rules and some earlier existng empirical Bayes rules.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE