Burn-in for a time-transformed exponential model

Andrzej Giniewicz and Alicja Jokiel-Rokita ()

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 2, 265-285

Abstract: The problem of the optimal duration of a burn-in experiment is considered in the case of simultaneous testing n components with the conditionally independent time-transformed exponential life-times, given an unknown parameter. The explicit solution is derived by reformulation of the problem considered to an optimal stopping problem for a suitable defined three-dimensional Markov process and reduction to a free-boundary problem. Copyright The Author(s) 2013

Keywords: Burn-in; Free-boundary method; Optimal stopping; Time-transformed exponential distribution (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:76:y:2013:i:2:p:265-285

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DOI: 10.1007/s00184-012-0386-8

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