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.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am32-2-2,
author = {Lichun Wang},
title = {Bayes and empirical bayes tests for the life parameter},
journal = {Applicationes Mathematicae},
volume = {32},
year = {2005},
pages = {133-143},
zbl = {1062.62008},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am32-2-2}
}
Lichun Wang. Bayes and empirical bayes tests for the life parameter. Applicationes Mathematicae, Tome 32 (2005) pp. 133-143. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am32-2-2/