Abstract
During the past few decades, substantial research has been carried out on start-up demonstration tests. In this paper, we study the class of binary start-up demonstration tests under a general framework. Assuming that the outcomes of the start-up tests are described by a sequence of exchangeable random variables, we develop a general form for the exact waiting time distribution associated with the length of the test (i.e., number of start-ups required to decide on the acceptance or rejection of the equipment/unit under inspection). Approximations for the tail probabilities of this distribution are also proposed. Moreover, assuming that the probability of a successful start-up follows a beta distribution, we discuss several estimation methods for the parameters of the beta distribution, when several types of observed data have been collected from a series of start-up tests. Finally, the performance of these estimation methods and the accuracy of the suggested approximations for the tail probabilities are illustrated through numerical experimentation.
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Appendices
Appendix A
Before proceeding to the partial derivatives of the log-likelihood function from (11), it is necessary to mention that
where \(\Psi (x)=\Gamma '(x)/\Gamma (x)\) is the digamma function. The following recurrence relation is also very useful in the sequel:
Thus, the partial derivatives of the log-likelihood function for Case C (see (11)) are as follows:
and
Appendix B
The partial derivatives of \(\pi _{ik}(\alpha ,\beta )\) are as follows:
and
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Balakrishnan, N., Koutras, M.V. & Milienos, F.S. Some binary start-up demonstration tests and associated inferential methods. Ann Inst Stat Math 66, 759–787 (2014). https://doi.org/10.1007/s10463-013-0424-y
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DOI: https://doi.org/10.1007/s10463-013-0424-y