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|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.|
|Type: ||Journal Contribution|
|Appears in Collections: ||Research publications|
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