Bayes and empirical bayes tests for the life parameter

@article{LichunWang2005,
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.},
author = {Lichun Wang},
journal = {Applicationes Mathematicae},
keywords = {empirical Bayes; asymptotic optimality; rate of convergence; exponential distribution},
language = {eng},
number = {2},
pages = {133-143},
title = {Bayes and empirical bayes tests for the life parameter},
url = {http://eudml.org/doc/278950},
volume = {32},
year = {2005},
}

TY - JOUR
AU - Lichun Wang
TI - Bayes and empirical bayes tests for the life parameter
JO - Applicationes Mathematicae
PY - 2005
VL - 32
IS - 2
SP - 133
EP - 143
AB - 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.
LA - eng
KW - empirical Bayes; asymptotic optimality; rate of convergence; exponential distribution
UR - http://eudml.org/doc/278950
ER -