Bayes and empirical bayes tests for the life parameter

• Autorzy: Lichun Wang
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 62F12: Asymptotic properties of estimators
• 62C12: Empirical decision procedures; empirical Bayes procedures

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2005
• Tom: 32
• Numer: 2
• Strony: 133-143

Daty

wydano

2005

Twórcy

autor

Lichun Wang

• Limburgs Universitair Centrum, Center for Statistics, B-3590 Diepenbeek, Belgium

Identyfikatory

DOI

10.4064/am32-2-2