Explicit Formulate for the Distributions of Stopping Variables under Wald's Truncated SPRT (Sequential Probability Ratio Tests) for a Poisson Process,

Abstract

Explicit formulae are developed for the distributions of the stopping variables associated with truncated versions of the Wald sequential probability ratio tests (SPRT) of hypothesis about the mean time between failures (MTBF) of a poisson process. These formulae are based on newly derived expressions for linear boundaries crossing probabilities under Poisson processes. The results of the present study can also be applied for determining confidence intervals for the MTBF after sequential stopping. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 06, 1987
Accession Number
ADA185053

Entities

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  • S. Zacks

Organizations

  • George Washington University

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  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Weapons Technologies

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  • Abstracts
  • Boundaries
  • Classification
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  • Distribution Functions
  • Engineering
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  • Mathematics
  • Military Research
  • Probability
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  • Mathematics

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  • Statistical inference.