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

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.

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Year of publication:	2015
Authors:	Goudie, I.B.J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 176-181
Publisher:	Elsevier
Subject:	Censored sampling \| Exponential order statistics \| Invariance \| Jelinski–Moranda model \| Truncated sequential probability ratio test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263168