This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 165
Type: Topic Contributed
Date/Time: Monday, August 2, 2010 : 10:30 AM to 12:20 PM
Sponsor: Section on Quality and Productivity
Abstract - #309268
Title: Computational Issues in Bayesian Design of Life Tests
Author(s): Refik Soyer*+
Companies: The George Washington University
Address: , , ,
Keywords: Bayesian design ; Monte Carlo ; Decision theory ; Particle filtering
Abstract:

In this paper we consider a Bayesian decision theoretic setup for optimal design of life tests. In so doing, we discuss difficulties in evaluating preposterior losses in adopting the Bayesian framework and present simulation-based design algorithms. More specifically, we provide a particle-based approach to design of life tests and illustrate the implementation of the approach in one and two stage problems.


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