Exact Calculation of the Distributions of the Stopping Times of Two Types of Truncated SPRT for the Mean of the Exponential Distribution

Verfasser / Beitragende:
[Shyamal De, Shelemyahu Zacks]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/4(2015-12-01), 915-927
Format:
Artikel (online)
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024 7 0 |a 10.1007/s11009-014-9435-2  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s11009-014-9435-2 
245 0 0 |a Exact Calculation of the Distributions of the Stopping Times of Two Types of Truncated SPRT for the Mean of the Exponential Distribution  |h [Elektronische Daten]  |c [Shyamal De, Shelemyahu Zacks] 
520 3 |a Truncated sequential test procedures are proposed for testing the mean time between failures of a system with exponential life distribution. The exact distributions of the stopping times for the sequential tests are derived by investigating boundary crossing times of homogeneous Poisson processes. The exact formulas for the expected values of the stopping variables and the survival functions are derived. Moreover, the operation characteristic functions are derived exactly for the proposed sequential tests. 
540 |a Springer Science+Business Media New York, 2015 
690 7 |a Linear boundaries  |2 nationallicence 
690 7 |a Operating characteristic  |2 nationallicence 
690 7 |a Poisson process  |2 nationallicence 
690 7 |a Sequential testing  |2 nationallicence 
690 7 |a Stopping time  |2 nationallicence 
690 7 |a Survival function  |2 nationallicence 
700 1 |a De  |D Shyamal  |u School of Mathematical Sciences, National Institute of Science Education and Research, 751005, Bhubaneswar, Odisha, India  |4 aut 
700 1 |a Zacks  |D Shelemyahu  |u Department of Mathematical Sciences, Binghamton University, 4400 Vestal parkway East, 13902, Binghamton, NY, USA  |4 aut 
773 0 |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/4(2015-12-01), 915-927  |x 1387-5841  |q 17:4<915  |1 2015  |2 17  |o 11009 
856 4 0 |u https://doi.org/10.1007/s11009-014-9435-2  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s11009-014-9435-2  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a De  |D Shyamal  |u School of Mathematical Sciences, National Institute of Science Education and Research, 751005, Bhubaneswar, Odisha, India  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Zacks  |D Shelemyahu  |u Department of Mathematical Sciences, Binghamton University, 4400 Vestal parkway East, 13902, Binghamton, NY, USA  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/4(2015-12-01), 915-927  |x 1387-5841  |q 17:4<915  |1 2015  |2 17  |o 11009