A STOPPING RULE FOR A COMPOUND POISSON RANDOM VARIABLE

RANDOLPH P., SAHINOGLU M.

APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, vol.11, no.2, pp.135-143, 1995 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 11 Issue: 2
  • Publication Date: 1995
  • Doi Number: 10.1002/asm.3150110204
  • Journal Name: APPLIED STOCHASTIC MODELS AND DATA ANALYSIS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.135-143
  • Keywords: COMPOUND POISSON, BAYESIAN ANALYSIS, STOPPING RULES, RELIABILITY
  • Dokuz Eylül University Affiliated: No

Abstract

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.