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

Shyamal K De () and Shelemyahu Zacks ()
Additional contact information
Shyamal K De: National Institute of Science Education and Research
Shelemyahu Zacks: Binghamton University

Methodology and Computing in Applied Probability, 2015, vol. 17, issue 4, 915-927

Abstract: Abstract 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.

Keywords: Linear boundaries; Operating characteristic; Poisson process; Sequential testing; Stopping time; Survival function; 60G10; 60G51; 62L10; 62M02 (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-014-9435-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:17:y:2015:i:4:d:10.1007_s11009-014-9435-2

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-014-9435-2

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().