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Quantifying the Uncertainty in Optimal Experiment Schemes via Monte-Carlo Simulations

  • H. K. T. NgEmail author
  • Y.-J. Lin
  • T.-R. Tsai
  • Y. L. Lio
  • N. Jiang
Chapter
Part of the ICSA Book Series in Statistics book series (ICSABSS)

Abstract

In the process of designing life-testing experiments , experimenters always establish the optimal experiment scheme based on a particular parametric lifetime model. In most applications, the true lifetime model is unknown and need to be specified for the determination of optimal experiment schemes. Misspecification of the lifetime model may lead to a substantial loss of efficiency in the statistical analysis. Moreover, the determination of the optimal experiment scheme is always relying on asymptotic statistical theory. Therefore, the optimal experiment scheme may not be optimal for finite sample cases. This chapter aims to provide a general framework to quantify the sensitivity and uncertainty of the optimal experiment scheme due to misspecification of the lifetime model. For the illustration of the methodology developed here, analytical and Monte-Carlo methods are employed to evaluate the robustness of the optimal experiment scheme for progressive Type-II censored experiment under the location-scale family of distributions .

Keywords

Objective Function Asymptotic Variance Fisher Information Matrix Model Misspecification Lifetime Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Nature Singapore Pte Ltd. 2017

Authors and Affiliations

  • H. K. T. Ng
    • 1
    Email author
  • Y.-J. Lin
    • 2
  • T.-R. Tsai
    • 3
  • Y. L. Lio
    • 4
  • N. Jiang
    • 4
  1. 1.Department of Statistical ScienceSouthern Methodist UniversityDallasUSA
  2. 2.Department of Applied MathematicsChung Yuan Christian UniversityChung-Li District, Taoyuan cityTaiwan
  3. 3.Department of StatisticsTamkang UniversityTamsui District, New Taipei CityTaiwan
  4. 4.Department of Mathematical SciencesUniversity of South DakotaVermillionUSA

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