Geodesic
Bayes and empirical bayes tests for the life parameter
Lichun Wang1
1 Limburgs Universitair Centrum Center for Statistics B-3590 Diepenbeek, Belgium
Applicationes Mathematicae, Tome 32 (2005) no. 2, pp. 133-143.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/am32-2-2
Keywords: study one sided testing problem exponential distribution via empirical bayes approach under weighted linear loss function bayes test established using past samples construct test exhibit its optimal rate convergence past samples directly observable work out test using deconvolution kernel method obtain its asymptotic optimality

Lichun Wang 1

1 Limburgs Universitair Centrum Center for Statistics B-3590 Diepenbeek, Belgium 
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Lichun Wang. Bayes and empirical bayes tests
 for the life parameter. Applicationes Mathematicae, Tome 32 (2005) no. 2, pp. 133-143. doi : 10.4064/am32-2-2. http://geodesic.mathdoc.fr/articles/10.4064/am32-2-2/

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