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Burn-in for a time-transformed exponential model

Author

Listed:
  • Andrzej Giniewicz
  • Alicja Jokiel-Rokita

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

Suggested Citation

  • Andrzej Giniewicz & Alicja Jokiel-Rokita, 2013. "Burn-in for a time-transformed exponential model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 265-285, February.
    • Handle: RePEc:spr:metrik:v:76:y:2013:i:2:p:265-285
    DOI: 10.1007/s00184-012-0386-8
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    References listed on IDEAS

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    1. Chang, Dong Shang, 2000. "Optimal burn-in decision for products with an unimodal failure rate function," European Journal of Operational Research, Elsevier, vol. 126(3), pages 534-540, November.
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