Bayes and empirical bayes tests for the life parameter
Volume 32 / 2005
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.
