Burn-in for a time-transformed exponential model

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

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Year of publication:	2013
Authors:	Giniewicz, Andrzej ; Jokiel-Rokita, Alicja
Published in:	Metrika. - Springer. - Vol. 76.2013, 2, p. 265-285
Publisher:	Springer
Subject:	Burn-in \| Free-boundary method \| Optimal stopping \| Time-transformed exponential distribution

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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