Abstract:
The sampling acceptance scheme with censoring is one of the important life inspection problems. In this article, a
general model of sampling acceptance plan for the exponential distribution with exponentially distributed random
censoring is presented and investigated using Bayesian decision theory. We consider a loss function which includes the
sampling cost, time-consuming cost and decision loss to determine the optimal sampling acceptance plan. Under mild
assumptions, the optimal Bayes rule can be proved to be of a monotonic form. Moreover, we obtain optimal Bayes
rules and explicit expressions of the Bayes risk for two special decision loss functions. Finally, a numerical example is
given to demonstrate the model.
