Bayes and empirical bayes tests for the life parameter

Volume 32 / 2005

Lichun Wang Applicationes Mathematicae 32 (2005), 133-143 MSC: Primary 62C12; Secondary 62F12. DOI: 10.4064/am32-2-2

Abstract

We study the one-sided testing problem for the exponential distribution via the empirical Bayes (EB) approach. Under a weighted linear loss function, a Bayes test is established. Using the past samples, we construct an EB test and exhibit its optimal rate of convergence. When the past samples are not directly observable, we work out an EB test by using the deconvolution kernel method and obtain its asymptotic optimality.

Authors

  • Lichun WangLimburgs Universitair Centrum
    Center for Statistics
    B-3590 Diepenbeek, Belgium
    e-mail

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