Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj (Department of Statistics, University of Delhi) ;
  • Bapat, Sudeep R. (Department of Operations Management and Quantitative Techniques) ;
  • Shukla, Ashish Kumar (Department of Statistics, Ramanujan College (University of Delhi))
  • Received : 2021.05.07
  • Accepted : 2021.06.26
  • Published : 2021.09.30
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Abstract

This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

Keywords

Acknowledgement

The authors are extremely grateful to the anonymous reviewers for their comments and suggestions on the original version of this manuscript leading to an improved presentation. Moreover, the first author Neeraj Joshi is indebted to the Department of Science and Technology, Government of India for providing financial support for this research work under the INSPIRE fellowship program (Grant No. - IF170889).

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