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We present here a simple probabilistic approach for determining an optimalprogressive censoring scheme by defining a probability structure on the set offeasible solutions. Given an initial solution, the new updated solution iscomputed within the probabilistic structure. This approach will be especiallyuseful when the cardinality of the set of feasible solutions is large. Thevalidation of the proposed approach is demonstrated by comparing the optimalscheme with these obtained by exhaustive numerical search.

A MCMC-type simple probabilistic approach for determining optimal progressive censoring schemes