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Empirical Bayes Test for the Exponential Parameter with Censored Data

  • Wang, Lichun (Department of Mathematics, Beijing Jiaotong University)
  • Published : 2008.03.30

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.

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