Authors: Chad R Bhatti Jennifer L Wightman
Publish Date: 2008/05/03
Volume: 43, Issue: 6, Pages: 965-975
Abstract
In this paper we generalize the quality and cost tradeoff problem of Chang and Hung Qual Quant 41 291–301 2007 under the LINEX loss function We consider the general input characteristic given by the random variable X with moment generating function m X t and output characteristic given by the deterministic transformation Y = gX The two cases we consider are when gX is an affine function of X and X follows 1 the gamma distribution and 2 the double exponential distribution
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