© 1978 by Biometrika Trust
Predictive sequential life testing
1Department of Computer Studies and Mathematics, City of Birmingham Polytechnic
2Department of Probability and Statistics, University of Sheffield
Sequential tests that are based on some unobservable parameter have been well investigated using both classical and Bayesian approaches; see, for example, Wald (1947) and Barnett (1972). In this paper we use the Bayesian predictive density function to constuct a sequential test that is based on some statistic of a future sample, and investigate the performance of such a test for exponentially distributed lifetimes.
Key Words: Exponential lifetime Life test Monte Carlo method Predictive density function Sequential test