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Activity Number: 564
Type: Contributed
Date/Time: Thursday, August 6, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #305774
Title: Estimation of the Proportion of Exponential Signals
Author(s): Deepak Ayyala*+ and Junyong Park and Anindya Roy
Companies: University of Maryland, Baltimore County and University of Maryland, Baltimore County and University of Maryland, Baltimore County
Address: , , 21043,
Keywords: proportion estimation ; fourier transform ; exponential signals
Abstract:

The problem of estimation of the proportion of null hypotheses in multiple testing scenario has been studied in the past but most of the methods concentrate on the case when the observations are distributed according to a location-parameter family. In our study, we propose an estimator of the proportion of non-null hypotheses when observations are exponentially distributed. We provide results from a simulation study to illustrate the finite sample performance of the proposed estimator.


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