Selecting the Population Most Close to a Control via Empirical Bayes Approach

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Title:	Selecting the Population Most Close to a Control via Empirical Bayes Approach
Authors:	Liang, Tachen;黃文濤;Huang, Wen-tao
Contributors:	淡江大學經營決策學系
Keywords:	Asymptotically optimal;Bayes selection procedure;Empirical Bayes;Equivalent to a control;Rate of convergence;Regret
Date:	2009-01-01
Issue Date:	2010-08-09 17:04:23 (UTC+8)
Publisher:	Taylor & Francis
Abstract:	This article deals with the problem of selecting the population most equivalent to a control from among k independent normal populations using the parametric empirical Bayes approach. By combining useful information from the past data, an empirical Bayes selection procedure is studied. It is proved that the regret of converges to zero at a rate , where n is the number of past observations at hand. A simulation study is carried out to investigate the performance of for small to moderate values of n.
Relation:	Communications in Statistics: Simulation and Computation 38(8), pp.1690-1713
DOI:	10.1080/03610910903090161
Appears in Collections:	[Department of Management Sciences] Journal Article

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