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

I.B.J. Goudie

doi:10.1016/j.spl.2015.02.017

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

I.B.J. Goudie

Statistics

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	176-181
Number of pages	6
Journal	Statistics and Probability Letters
Volume	100
Early online date	24 Feb 2015
DOIs	https://doi.org/10.1016/j.spl.2015.02.017
Publication status	Published - May 2015

Keywords

Censored sampling
Exponential order statistics
Invariance
Jelinski–Moranda model
Truncated sequential probability ratio test

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10.1016/j.spl.2015.02.017

Accepted Manuscript
© 2015 Elsevier B.V. All rights reserved. This is the author’s version of a work that was accepted for publication in Statistics & Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics and Probability Letters, 100, May 2015 DOI 10.1016/j.spl.2015.02.017
Accepted author manuscript, 261 KB

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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.",

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KW - Censored sampling

KW - Exponential order statistics

KW - Invariance

KW - Jelinski–Moranda model

KW - Truncated sequential probability ratio test

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DO - 10.1016/j.spl.2015.02.017

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SN - 0167-7152

VL - 100

SP - 176

EP - 181

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

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

Abstract

Keywords

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