ABSTRACT
This chapter argues that the question of judging the effectiveness in practice of the Empirical Bayes (EB) rule relative to non-Bayes procedures, that is when a set of past observations is given. A 'simple' EB approach to hypothesis testing is possible as in point estimation. In the non-Bayes approach to hypothesis testing a sharp distinction is usually made between the null hypothesis and alternative hypotheses. The Bayes approach, or at least the Bayes decision theoretic approach, is different, emphasis being on the choice between hypotheses rather than one being singled out for special attention. From the point of view of decision theory the essential difference between point estimation and choosing between hypotheses is in the form of the loss function.
