On Empirical Bayes Procedures for Selecting Good Populations in Positive Exponential Family
PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS
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The problem of selecting good ones compared with a control from kgreater than or equal to 2 positive exponential family populations is considered in this paper. A nonparametric empirical Bayes approach is used to construct the selection procedures. It has been shown that the risks of the empirical Bayes procedures converge to the minimum Bayes risk with a rate of O1n, where n is the number of accumulated past observations at hand. Simulations were carried out to study the performance of the procedures for small to moderate values of n. The results of this study are provided in the paper.
- Statistics and Probability