On Empirical Bayes Testing for Reliability

Abstract

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 , where n is the number of past data available when the current decision problem is considered.

Keywords:

• Asymptotically optimal
• Empirical Bayes testing
• Rate of convergence
• Regret
• Reliability

Mathematics Subject Classification:

• Primary 62C12
• Secondary 62F15