Accession Number : ADA185053

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

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON DC INST FOR MANAGEMENT SCIENCE AND ENGINEER ING

Personal Author(s) : Zacks, S

PDF Url : ADA185053

Report Date : 06 May 1987

Pagination or Media Count : 21

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)

Descriptors :   *PROBABILITY DISTRIBUTION FUNCTIONS, *VARIABLES, FORMULAS(MATHEMATICS), TRUNCATION, HYPOTHESES, CONFIDENCE LIMITS, FAILURE, SEQUENTIAL ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE