Accession Number:

ADA070215

Title:

A Comparison of Sampling Plans for Bayesian Estimation of a Poisson Process Rate.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1979-05-01

Pagination or Media Count:

19.0

Abstract:

Bayes estimation of the arrival rate of a Poisson process is studied in this paper. For any loss function in the family L sub p, a simple sequential procedure Tau sub p is introduced which, based on the criterion of minimizing expected cost estimation error plus sampling cost, is either optimal or asymptotically optimal. The procedure Tau sub p is compared to Type 1 and 2 censoring - the comparison should be useful to experimenters choosing between the three sampling plans.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE