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Interval Estimation After Sequential Testing Based on the Total Time on Test

Author

Listed:
  • W. J. Padgett

    (University of South Carolina, Columbia, South Carolina)

  • L. J. Wei

    (George Washington University, Washington, D.C.)

Abstract

Industrial life testing experiments often select m items at random to put on test. The items operate independently and are not replaced upon failure. Assume that the lifetime of each item has a probability distribution depending on an unknown parameter θ, where lifetimes with parameter θ 1 tend to be smaller than lifetimes with parameter θ 2 whenever θ 1 is less than θ 2 . For example, the lifetime distribution can be exponential with mean θ. We develop a time truncated sequential procedure for testing the null hypothesis that θ is at least as large as a specified value θ 0 against the alternative hypothesis that θ is less than θ 0 . The procedure allows quick rejection of the null hypothesis when the alternative is true and provides an accurate confidence interval for θ when the null hypothesis is accepted at the conclusion of the test. After deriving this procedure, we discuss the exponential case and illustrate our results with an example.

Suggested Citation

  • W. J. Padgett & L. J. Wei, 1984. "Interval Estimation After Sequential Testing Based on the Total Time on Test," Operations Research, INFORMS, vol. 32(3), pages 726-731, June.
  • Handle: RePEc:inm:oropre:v:32:y:1984:i:3:p:726-731
    DOI: 10.1287/opre.32.3.726
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