Bayesian Variable Sampling Plans for the Exponential Distribution Based on Censored Samples

Autor: Yen-Lung Huang, 黃彥龍
Rok vydání: 2010
Druh dokumentu: 學位論文 ; thesis
Popis: 98
In this dissertation, we propose a new adaptive Type-I progressive hybrid censoring scheme. We follow the work of Childs et al. (2003) and Childs et al. (2008) to derive the exact distributions of the maximum likelihood estimator of the mean lifetime of an exponential distribution under Type-I censoring and both types of adaptive progressive hybrid censoring schemes. Based on the distributions of maximum likelihood estimator, we obtain the explicit expressions for the Bayes risks of sampling plans when a simple or general loss function is used. The discretization method of Lam (1994) and the simulated annealing algorithm are then used to determine the optimal sampling plans under different censoring schemes. Some numerical examples and comparisons are presented to illustrate the effectiveness of the proposed method.
Databáze: Networked Digital Library of Theses & Dissertations