Bayesian sequential tests of the initial size of a linear pure death process

I.B.J. Goudie

Statistics & Probability Letters, 2015, vol. 100, issue C, 176-181

Abstract: We provide a recursive algorithm for determining the sampling plans of invariant Bayesian sequential tests of the initial size of a linear pure death process of unknown rate. These tests compare favourably with the corresponding truncated sequential probability ratio tests.

Keywords: Censored sampling; Exponential order statistics; Invariance; Jelinski–Moranda model; Truncated sequential probability ratio test (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.02.017

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