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Sequential variable sampling plan for normal distribution
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DOI：10.1016/j.ejor.2004.09.034.png)
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Abstract
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In this paper, a sequential variable sampling plan is studied. Suppose that the quality of an item in a batch is measured by a normally distributed random variable with a known variance, but the mean is unknown with a normal prior distribution. Then by using Bayesian approach and considering a Markov decision process, the optimality equations for the minimum total expected cost are formulated. We show that an optimal decision rule will have a control limit structure. An algorithm for a sequence of epsilon-optimal decisions is introduced. Then, the statistical procedure for conducting the sequential sampling plan is presented. (C) 2004 Elsevier B.V. All rights reserved.
Keywords:
sequential sampling plans
Markov decision process
optimality equation
epsilon-optimal decision
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