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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/5286

Title: Bayes and empirical bayes tests for the life parameter
Authors: WANG, Lichun
Issue Date: 2005
Publisher: INSTITUTE OF MATHEMATICS · POLISH ACADEMY OF SCIENCES
Citation: Applicationes mathematicae, 32. p. 133-143
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.
URI: http://hdl.handle.net/1942/5286
ISSN: 1233-7234
Category: A2
Type: Journal Contribution
Appears in Collections: Research publications

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