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- W1963813148 abstract "Let X1,X2…be i.i.d. observations from a mixture density. The support of the unknown prior distribution is the union of two unknown intervals. The paper deals with an empirical Bayes testing approach (⊘≤ c against>c where c is an unknown parameter to be estimated) in order to classify the observed variables as coming from one population or the other as ⊘ belongs to one or the other unknown interval. Two methods are proposed in which asymptotically optimal decision rules are constructed avoiding the estimation of the unknown prior. The first method deals with the case of exponential families and is a generalization of the method of Johns and Van Ryzin (1971, 1972) whereas the second one deals with families that are closed under convolution and is a Fourier method. The application of the Fourier method to some densities (i.e. contaminated Gaussian distributions, exponential distribution, double-exponential distribution) which are interesting in view of applications and which cannot be studied by means of the direct method, is also considered herein." @default.
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- W1963813148 date "1995-01-01" @default.
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- W1963813148 title "Choosing between two unknown intervals: an empirical bayes testing approach to a classification problem" @default.
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- W1963813148 doi "https://doi.org/10.1080/03610929508831672" @default.
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