Sequential burn-in procedures (Q1193953)

In reliability theory the ``burn-in'' period is intended as the period in which a component is tested before its operative life to eliminate early failures. The problem of optimally choosing this period is considered for several components with exchangeable times-to-failure. From a Bayesian point of view, this reveals to be a sequential statistical decision problem. In the present paper, the definitions of sequential burn-in strategies and optimal burn-in strategies are given and an existence result relating to the burn-in strategy is proven by applying the general ideas of dynamic programming. The latter result also establishes relevant aspects in the structure of the optimal solution.