On empirical Bayes testing for reliability. (English) Zbl 1062.62007
Summary: This article deals with the empirical Bayes testing problem for the reliability of an exponential distribution at age \(t_0\). An empirical Bayes test is proposed and its associated asymptotic optimality is investigated. It is shown that the proposed empirical Bayes test is asymptotically optimal at a rate \(O((\ln n)^2/n)\), where \(n\) is the number of past data available when the current decision problem is considered.
MSC:
| 62C12 | Empirical decision procedures; empirical Bayes procedures |
| 62N05 | Reliability and life testing |
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