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Asymptotically optimal empirical bayes procedures for selecting good
Authors:Mohamed Tahir  Kamel Rekab
Institution:1. Department of Statistics , Temple University , Philadelphia, PA, 19122;2. Department of Applied Mathematics , Florida Institute of Technology , Melbourne, FL, 32901
Abstract:Let ∏1,…,∏k denote k independent populations, where a random observation from population ∏ i has a uniform distribution over the interval (0,θ i ) and θ i is a realization of a random variable having an unknown prior distribution G i . Population ∏ i is said to be a good population if θ i ≥θ0, where θ0 is a given, positive number. This paper provides a sequence of empirical Bayes procedures for selecting the good populationsamong ∏1,…,∏ k . It is shown that these procedures are asymptotically optimal and that the order of associated convergence rates is O(n-r/4) for some r, 0<r<2, where n is the number of accumulated past observations

at hand
Keywords:Asymptotically Optimal  Bayes Risk  Convergence Rates  Empirical Bayes Selection Procedure  Prior Distribution
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