A stopping rule for a compound poisson random variable

Paul Randolph and Mehmet Sahinoǧlu

Applied Stochastic Models and Data Analysis, 1995, vol. 11, issue 2, 135-143

Abstract: An optimal empirical Bayesian stopping rule for the Poisson compounded with the geometric distribution is developed and applied to the problem of the sequential testing of computer software. For each checkpoint in time, either the software satisfies a desired economic criterion, or else the software testing is continued.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:11:y:1995:i:2:p:135-143

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