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) identifier identifier

  • 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.