BAYESIAN VARIABLE SAMPLING PLANS FOR THE EXPONENTIAL-DISTRIBUTION WITH TYPE-I CENSORING

成果类型:
Article
署名作者:
YEH, L
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176325491
发表日期:
1994
页码:
696-711
关键词:
摘要:
In this article, a model of single variable sampling plan with type I censoring is studied. Under the assumption that the variable is exponentially distributed and the loss function is a polynomial, an explicit expression of the Bayes risk is derived. Then, a simple and finite algorithm to determine an optimal sampling plan for minimizing the Bayes risk is suggested. Furthermore, a discretization method is proposed so that one can easily obtain an approximately optimal sampling plan.