A STOPPING RULE FOR A COMPOUND POISSON RANDOM VARIABLE

RANDOLPH, P; SAHINOGLU, M

doi:10.1002/asm.3150110204

A STOPPING RULE FOR A COMPOUND POISSON RANDOM VARIABLE

RANDOLPH P., SAHINOGLU M.

APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, cilt.11, sa.2, ss.135-143, 1995 (SCI-Expanded, Scopus)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 11 Sayı: 2
Basım Tarihi: 1995
Doi Numarası: 10.1002/asm.3150110204
Dergi Adı: APPLIED STOCHASTIC MODELS AND DATA ANALYSIS
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.135-143
Anahtar Kelimeler: COMPOUND POISSON, BAYESIAN ANALYSIS, STOPPING RULES
Dokuz Eylül Üniversitesi Adresli: Hayır

Özet

An optimal empirical Bayesian stopping rule for the Poisson compounded with the geometric distribution is developed and applied to the problem of the sequential testing of computer software. For each checkpoint in time, either the software satisfies a desired economic criterion, or else the software testing is continued.