| Abstract: | 基於型一篩檢資料下，研究了指數母體的變數取樣規劃，在一個合理的損失函數下，我們導出了最佳貝式解（n/sub B/, t/sub B/, δ/sub B/）。在一些不同參數下，也計算了貝氏解並作了表，同時在特殊情況下也與Lam（1995）的結果作了比較，並顯示其優越性。
We study variable sampling plans for the exponential distribution based on type I censoring data. Using a suitable loss function, a Bayesian variable sampling plan (n/sub B/,t/sub B/, δ/sub B/,) is de rived. For certain prior distributions and loss functions, the numerical values of the Bayesian sampling plans and the associated minimum Bayes risks are tabulated. In terms of Bayes risks, comparisons between the proposed Bayesian sampling plans (n/sub B/,t/sub B/, δ/sub B/,) and the "Bayesian" variable sampling plans ( n/sub O/,t/sub O/, δ//sup L//sub To//) of Lam (1994) have been made. The numerical results indicate that under the same conditions, the proposed Bayesian sampling plan is superior to that of Lam (1994) in the sense that the Bayes risk of (n/sub B/,t/sub B/, δ/ sub B/,) is l ess than that of (n/sub O/,t/sub O/, δ//sup L//sub To//). |
