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On empirical bayes rules for selecting the best hypergeometric population

 

作者: N. Balakrishnan,   Yimin Ma,  

 

期刊: Sequential Analysis  (Taylor Available online 1997)
卷期: Volume 16, issue 3  

页码: 269-286

 

ISSN:0747-4946

 

年代: 1997

 

DOI:10.1080/07474949708836387

 

出版商: Marcel Dekker, Inc.

 

关键词: Bayes rules;Best population;Empirical Bayes rules;Hypergeometric-binomial model;Rate of convergence

 

数据来源: Taylor

 

摘要:

In this paper, we considerkhypergeometric populationsπi= π(Mi,mi,si),i=1,…,k,whereMiis the number of units in populationπi,miis the number of units selected fromπi,andsiis the number of defective units inπi. Let. A populationπiwithis considered as a best population. We are interested in selecting the best population and the best population compared with a control. It is assumed that the unknown parameteressii = 1,…,k, follow some binomial prior distribution with unknown hyperparameters. Under the hypergeometric-binomial model, two empirical Bayes selection rules are studied according to the different selection problems. It is shown that for each empirical Bayes selection rule, the corresponding Bayes risk tends to the minimum Bayes risk with a rate of convergence of orderO(exp(-cn))for some positive constantc, where the value ofcvaries depending on the rule andnis the number of accumulated past observations.

 

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