Name: David (Jianjun) Li
Firstname: David (Jianjun)
Title: Biometrician
Institution: Merck Research Labs
Street: 785 Jolly Road
City: Blue Bell
Zip-Code: 19422
Country: USA
Phone: 484-344-2101
Fax: 484-344-7105
Email: jianjun_li@merck.com
Authors: Shanti S. Gupta and David (Jianjun) Li
Title: On empirical Bayes procedures for selecting good populations in positive exponential family
Abstract: The problem of selecting good ones compared with a control from $k (\ge 2)$ positive exponential family populations is considered in this paper. A nonparametric empirical Bayes approach is used to construct the selection procedures. It has been shown that the risks of the empirical Bayes procedures converge to the (minimum) Bayes risk with a rate of $O({1/n})$, where $n$ is the number of accumulated past observations at hand. Simulations were carried out to study the performance of the procedures for small to moderate values of $n$. The results of this study are provided in the paper.