• DocumentCode
    1886561
  • 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
  • fYear
    2010
  • fDate
    25-26 Dec. 2010
  • Firstpage
    1
  • Lastpage
    5
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Engineering and Computer Science (ICIECS), 2010 2nd International Conference on
  • Conference_Location
    Wuhan
  • ISSN
    2156-7379
  • Print_ISBN
    978-1-4244-7939-9
  • Electronic_ISBN
    2156-7379
  • Type

    conf

  • DOI
    10.1109/ICIECS.2010.5677725
  • Filename
    5677725
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1886561