A heuristic approach for near optimal truncated sequential test of exponential distribution
Optimal truncated sequential test of the exponential distribution is studied in this paper. Definitions and relative concepts of optimal truncated sequential test are discussed. A heuristic approach, sample space sorting method (SSSM) and the procedures are established to solve a near optimal trunca...
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Published in | Sequential analysis Vol. 37; no. 4; pp. 431 - 454 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Philadelphia
Taylor & Francis
02.10.2018
Taylor & Francis Ltd |
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Abstract | Optimal truncated sequential test of the exponential distribution is studied in this paper. Definitions and relative concepts of optimal truncated sequential test are discussed. A heuristic approach, sample space sorting method (SSSM) and the procedures are established to solve a near optimal truncated sequential test. Comparing with the test plans provided by international standard IEC 61124 (
2012
) and Russian national standard GOST R 27.402 (
1995
), the results show that the near optimal tests proposed in this paper can keep the error probabilities almost equivalence to the nominal error levels and save more synthetical expected test times and maximum expected test times simultaneously. |
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AbstractList | Optimal truncated sequential test of the exponential distribution is studied in this paper. Definitions and relative concepts of optimal truncated sequential test are discussed. A heuristic approach, sample space sorting method (SSSM) and the procedures are established to solve a near optimal truncated sequential test. Comparing with the test plans provided by international standard IEC 61124 (
2012
) and Russian national standard GOST R 27.402 (
1995
), the results show that the near optimal tests proposed in this paper can keep the error probabilities almost equivalence to the nominal error levels and save more synthetical expected test times and maximum expected test times simultaneously. Optimal truncated sequential test of the exponential distribution is studied in this paper. Definitions and relative concepts of optimal truncated sequential test are discussed. A heuristic approach, sample space sorting method (SSSM) and the procedures are established to solve a near optimal truncated sequential test. Comparing with the test plans provided by international standard IEC 61124 (2012) and Russian national standard GOST R 27.402 (1995), the results show that the near optimal tests proposed in this paper can keep the error probabilities almost equivalence to the nominal error levels and save more synthetical expected test times and maximum expected test times simultaneously. |
Author | Hu, Sigui Wang, Honglei |
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Cites_doi | 10.1214/aoms/1177707037 10.1080/07474946.2011.539924 10.1007/s11425-009-0096-5 10.1080/03610918.2017.1343837 10.1214/aoms/1177730197 10.1214/aos/1176342461 10.1093/biomet/89.1.49 10.1214/aoms/1177728723 10.1214/aos/1176346081 10.1111/j.1467-9868.2012.01030.x 10.1214/aoms/1177731118 10.1002/pst.1756 10.1002/sam.11234 10.1080/01621459.1962.10500543 10.1214/aoms/1177705996 10.1214/aos/1176350840 10.1016/j.conengprac.2013.09.008 |
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SubjectTerms | Computational statistics Heuristic methods optimal design Probability distribution functions quality control sequential test Testing time |
Title | A heuristic approach for near optimal truncated sequential test of exponential distribution |
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