A MCMC-type simple probabilistic approach for determining optimal progressive censoring schemes
Abstract
We present here a simple probabilistic approach for determining an optimal
progressive censoring scheme by defining a probability structure on the set of
feasible solutions. Given an initial solution, the new updated solution is
computed within the probabilistic structure. This approach will be especially
useful when the cardinality of the set of feasible solutions is large. The
validation of the proposed approach is demonstrated by comparing the optimal
scheme with these obtained by exhaustive numerical search.