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Bayesian sampling plans for exponential distributions with interval censored samples

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  • Lee‐Shen Chen
  • Ming‐Chung Yang
  • TaChen Liang

Abstract

This article studies the problem of designing Bayesian sampling plans (BSP) with interval censored samples. First, an algorithm for deriving the conventional BSP is proposed. The BSP is shown to possess some monotonicity. Based on the BSP and using the property of monotonicity, a new sampling plan modified by the curtailment procedure is proposed. The resulting curtailed Bayesian sampling plan (CBSP) can reduce the duration time of life test experiment, and it is optimal in the sense that its associated Bayes risk is smaller than the Bayes risk of the BSP if the cost of the duration time of life test experiment is considered. A numerical example to compute the Bayes risks of BSP and CBSP and related quantities is given. Also, a Monte Carlo simulation study is performed to illustrate the performance of the CBSP compared with the BSP. The simulation results demonstrate that our proposed CBSP has better performance because it has smaller risk. The CBSP is recommended. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 604–616, 2015

Suggested Citation

  • Lee‐Shen Chen & Ming‐Chung Yang & TaChen Liang, 2015. "Bayesian sampling plans for exponential distributions with interval censored samples," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(7), pages 604-616, October.
    • Handle: RePEc:wly:navres:v:62:y:2015:i:7:p:604-616
    DOI: 10.1002/nav.21668
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    References listed on IDEAS

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    1. Chen, Jianwei & Choy, S. T. B. & Li, Kim-Hung, 2004. "Optimal Bayesian sampling acceptance plan with random censoring," European Journal of Operational Research, Elsevier, vol. 155(3), pages 683-694, June.
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    5. Yu-Pin Lin & TaChen Liang & Wen-Tao Huang, 2002. "Bayesian Sampling Plans for Exponential Distribution Based on Type I Censoring Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 100-113, March.
    6. Jianwei Chen & Winlin Chou & Hulin Wu & Haibo Zhou, 2004. "Designing acceptance sampling schemes for life testing with mixed censoring," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(4), pages 597-612, June.
    7. Ming-Chung Yang & Lee-Shen Chen & Tachen Liang, 2014. "A Bayesian Approach for Selecting the Best Exponential Population with Interval Censored Samples," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2357-2369, May.
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