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Truncated Life Tests in the Exponential Case

1954/09/01 by Benjamin Epstein · 20 citations
Physics and Astronomy · #Radioactive Decay and Measurement Techniques

paper · pdf · doi:10.1214/aoms/1177728723

Abstract

It is frequently desirable on practical grounds to terminate a life test by a preassigned time T0. In this paper we consider life tests which are truncated as follows. With n items placed on test, it is decided in advance that the experiment will be terminated at min (Xr0,n, T0), where Xr0,n is a random variable equal to the time at which the r0th failure occurs and T0 is a truncation time, beyond which the experiment will not be run. Both r0 and T0 are assigned before experimentation starts. If the experiment is terminated at Xr0,n (that is, if r0 failures occur before time T0), then the action in terms of hypothesis testing is the rejection of some specified null-hypothesis. If the experiment is terminated at time T0 (that is, if the r0th failure does not occur before time T0), then the action in terms of hypothesis testing is the acceptance of some specified null-hypothesis. While truncated procedures can be considered for any life distribution, we limit ourselves here to the case where the underlying life distribution is specified by a p.d.f. of the exponential form, f(x; θ) = θ-1e-x/θ, x > 0, θ > 0. The practical justification for using this kind of distribution as a first approximation to a number of test situations is discussed in a recent paper by Davis [1]. It is a common assumption for electron tube life. Two situations are considered. The first is the nonreplacement case in which a failure occurring during the test is not replaced by a new item. The second is the replacement case where failed items are replaced at once by new items drawn at random from the same p.d.f. as the original n items. Formulae are given for Eθ(r), the expected number of observations to reach a decision; for Eθ(T), the expected waiting time to reach a decision; and for L(θ), the probability of accepting the hypothesis that θ = θ0, the value associated with the null-hypothesis, when θ is the true value. Some procedures are worked out for finding truncated tests meeting specified conditions, and practical illustrations are given. It is an intrinsic feature of all life test decision procedures that they are in some sense truncated, although not necessarily by a fixed time T0. In Section 3 we give exact formulae for Eθ(r) and Eθ(T) for a decision procedure given in [2]. There is a close relation between these results and those in Section 2.

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