Burn-in for a time-transformed exponential model

作者：Giniewicz Andrzej; Jokiel Rokita Alicja^*

来源：Metrika, 2013, 76(2): 265-285.

DOI：10.1007/s00184-012-0386-8

• Burn-in
• Free-boundary method
• Optimal stopping
• Time-transformed exponential distribution

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.

• 出版日期2013-2