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A Sequential Stopping Rule for Fixed-Sample Acceptance Tests

Author

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  • Gerald G. Brown

    (University of California, Los Angeles, California)

  • Herbert C. Rutemiller

    (California State College, Fullerton, California)

Abstract

The occurrence of early failures in a fixed-sample acceptance test, where the sample observations are obtained sequentially, presents an interesting decision problem. It may be desirable to abandon the test at an early stage if the conditional probability of passing is small and the testing cost is high. This paper presents a stopping rule based on the maximum-likelihood estimate of total costs involved in the decision to continue beyond an early failure. A Bernoulli model, an exponential model, and a Weibull model are examined.

Suggested Citation

  • Gerald G. Brown & Herbert C. Rutemiller, 1971. "A Sequential Stopping Rule for Fixed-Sample Acceptance Tests," Operations Research, INFORMS, vol. 19(4), pages 970-976, August.
    • Handle: RePEc:inm:oropre:v:19:y:1971:i:4:p:970-976
    DOI: 10.1287/opre.19.4.970
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