Predictive sequential life testing

Abstract

SUMMARY Sequential tests that are based on some unobservable parameter have been well investigated using both classical and Bayesian approaches; see, for example, Wald (1947) and Barnett (1972). In this paper we use the Bayesian predictive density function to constuct a sequential test that is based on some statistic of a future sample, and investigate the performance of such a test for exponentially distributed lifetimes.