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Optimal detection of sparse gamma scale admixture with twice the null mean

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  • Chen, Qikun
  • Stewart, Michael

Abstract

In a recent paper on sparse gamma scale mixture detection, lower bounds to optimal rates were derived in 4 different local alternative scenarios. Tests were presented attaining these rates in 3 of the scenarios, showing the bounds to be sharp in those cases. In this note we present a test that attains the bound in the fourth scenario, where the contaminating component has twice the null mean, showing the derived bound there to also be sharp. We also present a single test that attains the optimal rate in all 4 scenarios.

Suggested Citation

  • Chen, Qikun & Stewart, Michael, 2024. "Optimal detection of sparse gamma scale admixture with twice the null mean," Statistics & Probability Letters, Elsevier, vol. 209(C).
    • Handle: RePEc:eee:stapro:v:209:y:2024:i:c:s016771522400052x
    DOI: 10.1016/j.spl.2024.110083
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