Empirical Bayes Single-Sample Acceptance Sampling.

Abstract

Empirical Bayes single-sample acceptance sampling procedures are derived. These procedures assume that the lot fraction defective varies randomly according to a completely unknown and unspecified prior distribution. The unknown prior density function is estimated based on sample results from previous lots. Monte Carlo simulation is used to examine the performance of the Empirical Bayes estimators. The estimators perform well for a wide variety of prior density-parameter combinations. The mean and standard deviation of the Empirical Bayes estimators are presented for those parameter combinations simulated. A procedure is developed for obtaining Empirical Bayes single-sampling plans that achieve specified posterior consumer and producer risks. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Jan 31, 1974
Accession Number
AD0773357

Entities

People

  • Harry F. Martz Jr.

Organizations

  • Texas Tech University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Collecting Methods
  • Consumers
  • Data Science
  • Estimators
  • Information Science
  • Mathematics
  • Monte Carlo Method
  • Optimal Estimators
  • Sampling
  • Simulations
  • Standards
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Statistical inference.