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

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Date
05/2015
Author
Goudie, I.B.J.
Keywords
Censored sampling
Exponential order statistics
Invariance
Jelinski–Moranda model
Truncated sequential probability ratio test
HA Statistics
QA Mathematics
NDAS
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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.
Citation
Goudie , I B J 2015 , ' Bayesian sequential tests of the initial size of a linear pure death process ' , Statistics and Probability Letters , vol. 100 , pp. 176-181 . https://doi.org/10.1016/j.spl.2015.02.017
Publication
Statistics and Probability Letters
Status
Peer reviewed
DOI
https://doi.org/10.1016/j.spl.2015.02.017
ISSN
0167-7152
Type
Journal article
Rights
© 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
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  • University of St Andrews Research
URI
http://hdl.handle.net/10023/8286

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