Convergence Rate of Empirical Bayes for Two-parameter Exponential Distribution with Replicated Data

摘要

In this paper,empirical Bayes test for a parameter θ of two-parameter exponential distribution is investigated with replicated past data.Under some conditions,the asymptotically optimal property is obtained.It is indicated that the rate of convergence can be very close to O(N-1/2) in this case that a parameter μ is known.