A MCMC-type simple probabilistic approach for determining optimal progressive censoring schemes

被引：3
|
作者：
Bhattacharya, Ritwik [1 ]
Balakrishnan, Narayanaswamy [2 ]
机构：
[1] Inst Tecnol & Estudios Super Monterrey, Dept Ind Engn, Sch Engn & Sci, Monterrey 76130, Queretaro, Mexico
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2024年 / 53卷 / 04期
关键词：
Life-testing experiment; Near-optimal solution; Optimal progressive censoring; Quantile; Variance measure; Cost criterion; LIFE;
D O I：
10.1080/03610918.2022.2057537
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We present here a simple probabilistic approach for determining an optimal progressive censoring scheme by defining a probability structure on the set of feasible solutions. Given an initial solution, the new updated solution is computed within the probabilistic structure. This approach will be especially useful when the cardinality of the set of feasible solutions is large. The validation of the proposed approach is demonstrated by comparing the optimal scheme so determined with the one obtained by exhaustive numerical search.
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页码：1758 / 1767
页数：10
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