Burn-in for a time-transformed exponential model |
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Authors: | Andrzej Giniewicz Alicja Jokiel-Rokita |
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Institution: | 1. Institute of Mathematics and Computer Science, Wroc?aw University of Technology, Wybrze?e Wyspiańskiego 27, 50-370, Wroc?aw, Poland
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Abstract: | The problem of the optimal duration of a burn-in experiment is considered in the case of simultaneous testing n components with the conditionally independent time-transformed exponential life-times, given an unknown parameter. The explicit solution is derived by reformulation of the problem considered to an optimal stopping problem for a suitable defined three-dimensional Markov process and reduction to a free-boundary problem. |
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