Article ID: | iaor201479 |
Volume: | 212 |
Issue: | 1 |
Start Page Number: | 225 |
End Page Number: | 239 |
Publication Date: | Jan 2014 |
Journal: | Annals of Operations Research |
Authors: | Zhao Xian |
Keywords: | markov processes |
Start‐up demonstration tests and various extensions have been discussed, in which a unit under the test is accepted or rejected according to some criteria. CSTF, CSCF, TSCF and TSTF are most well known start‐up demonstration tests. In this paper, two kinds of more general start‐up demonstration tests are introduced. CSTF, TSTF, TSCF and CSCF are all special situations of the new tests. For the new generalized start‐up demonstration tests, under the assumption of independent and identically distributed trials for each test, the analytic expressions for the expectation, the probability mass function and the distribution of the test length, as well as the probability of acceptance or rejection of the unit are given. All the analyses are based on the finite Markov chain imbedding approach which avoids the complexities of the probability generating function approach and makes the results readily understood and easily extended to the non‐i.i.d. cases. Furthermore, an optimal model for generalized start‐up demonstration tests is proposed. Finally, a numerical example is presented to make our results more transparent, and it can demonstrate the advantages of the new tests.