A sequential test for the failure rate of an exponential distribution with censored data
作者:
Mohamed Tahir,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1992)
卷期:
Volume 10,
issue 2
页码: 239-250
ISSN:0736-2994
年代: 1992
DOI:10.1080/07362999208809266
出版商: Marcel Dekker, Inc.
关键词: Bayes Risk;Continuation Region;Infinitesimal Operator;Markov Process;Martingale;Sequential Decision Procedure;Stopping Time
数据来源: Taylor
摘要:
This paper provides an optimal sequential decision procedure for deciding between two composite hypotheses about the unknown failure rate of an exponential distribution, using censored data. The procedure has two components, a stopping time and a decision function. The optimal stopping time minimizes the expected total loss due to a wrong decision plus cost of observing the process. The optimal decision function is easily characterized once a stopping time has been specified. The main result determines the continuation region for the optimal decision procedure
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