Robustness of Sequential Exponential Life-Testing Procedures

Abstract

Sequential life-testing procedures for the exponential distribution are often used when the underlying distribution of life lengths is not exponential. In this article, we investigate the robustness of these procedures with respect to the risks and the expected sample sizes, when the underlying distribution has a monotone failure rate. We also describe the regions in which the true operating characteristic curves of the misused tests lie. A main conclusion is that a producer could penalize a consumer by overloading the test bench with unsatisfactory items, whenever the latter have an increasing failure rate.