Title :
Two-Sided Empirical Bayes Test for the Location Parameter of Lognormal Distribution
Author :
Chen Jiaqing ; Liu Cihua
Author_Institution :
Dept. of Stat., Wuhan Univ. of Technol., Wuhan, China
Abstract :
In this paper, the empirical Bayes two-sided test problem of the location parameter for lognormal distribution is investigated. By using the kernel-type density estimation, the empirical Bayes two-sided test rule is constructed. It is shown that the proposed empirical Bayes test rule is asymptotically optimal and its convergence rate is obtained under suitable conditions.
Keywords :
Bayes methods; log normal distribution; empirical Bayes two-sided test problem; kernel-type density estimation; location parameter; lognormal distribution; Artificial neural networks; Convergence; Estimation; Markov processes; Planning; Probability density function; Random variables;
Conference_Titel :
Information Engineering and Computer Science (ICIECS), 2010 2nd International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-7939-9
Electronic_ISBN :
2156-7379
DOI :
10.1109/ICIECS.2010.5677725
