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Empirical Bayes Test for the Exponential Parameter with Censored Data
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 Title & Authors
Empirical Bayes Test for the Exponential Parameter with Censored Data
Wang, Lichun;
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 Abstract
Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.
 Keywords
Asymptotic optimality;convergence rate;empirical Bayes;random censorship;
 Language
English
 Cited by
 References
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