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Expected Information from a Life Test Experiment

Richard E. Barlow and Jaw Huan Hsiung
Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 32, No. 1/2, Proceedings of the 1982 I.O.S. Annual Conference on Practical Bayesian Statistics (Mar. - Jun., 1983), pp. 35-45
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2987590
Stable URL: http://www.jstor.org/stable/2987590
Page Count: 11
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Expected Information from a Life Test Experiment
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Abstract

Expected information gain as a result of life testing n units for time t is calculated for the time transformed exponential model and a utility function based on entropy. We show that the expected information gain is concave increasing in n and a transform of the test time t. A computer program for calculating expected entropy for the Weibull distribution model is given. This may provide practical guidance in designing life test experiments.

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