Empirical Bayes testing for equivalence

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51864

Title:	Empirical Bayes testing for equivalence
Authors:	Chen,LS;Yang,MC
Contributors:	統計研究所
Keywords:	EXPONENTIAL FAMILY;2-TAIL TESTS;CONVERGENCE;RATES;POPULATIONS
Date:	2011
Issue Date:	2012-03-27 19:07:54 (UTC+8)
Publisher:	國立中央大學
Abstract:	For a fixed point theta(0) and a positive value c(0), this paper studies the problem of testing the hypotheses H(0) : vertical bar theta-theta(0)vertical bar <= c(0) against H(1) : vertical bar theta-theta(0)vertical bar > c(0) for the normal mean parameter theta using the empirical Bayes approach. With the accumulated past data, a monotone empirical Bayes test is constructed by mimicking the behavior of a monotone Bayes test. Such an empirical Bayes test is shown to be asymptotically optimal and its regret converges to zero at a rate (lnn)(2.5)/n where n is the number of past data available, when the current testing problem is considered. A simulation study is also given, and the results show that the proposed empirical Bayes procedure has good performance for small to moderately large sample sizes. Our proposed method can be applied for testing close to a control problem or testing the therapeutic equivalence of one standard treatment compared to another in clinical trials. (C) 2011 Elsevier B.V. All rights reserved.
Relation:	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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