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研究生: 姚禹丞
論文名稱: 逆高斯與伽瑪衰變模型之誤判分析
Mis-specification Analysis of Inverse Gaussian and Gamma Degradation Models
指導教授: 曾勝滄
Tseng, Sheng-Tsaing
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計學研究所
Institute of Statistics
論文出版年: 2010
畢業學年度: 98
語文別: 中文
論文頁數: 48
中文關鍵詞: 逆高斯衰變模型伽瑪衰變模型模型誤判分析
外文關鍵詞: Inverse Gaussian Degradation Model, Gamma Degradation Model, Misspecification Analysis
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  • 摘要
    高可靠度的時代為了提升產品競爭力,製造商必須即時地提供顧客有關產品可靠度的訊息,唯高可靠度產品之壽命推論,即使利用加速壽命試驗,亦很難在有限的測試時間內獲得產品失效資料。此時,若存在與壽命相關之品質特徵值 (quality characteristics, QC) 且會隨時間逐漸衰變,則可藉由衰變路徑來推估產品壽命相關資訊。因此,對於生產製造商而言,如何建構衰變模型及推論產品壽命分配,將顯得格外重要。文獻上有關衰變模型之建構,大都以隨機效應 (random effect) 或維納 (Wiener) 過程之衰變模型來描述之。然而對於產品的衰變路徑為單調遞增,如金屬疲勞,此時可以考慮伽瑪 (Gamma) 過程及逆高斯 (Inverse Gaussian) 過程來描述產品衰變路徑。故本論文主要針對逆高斯衰變模型探討以下兩個研究主題:
    1. 當衰變路徑為逆高斯過程時,如何推導出產品壽命的分配及產品平均壽命。
    2. 探討當逆高斯衰變模型與伽瑪衰變模型之間發生誤判,對於產品平均壽命 (mean-time-to failure, MTTF) 之估計準確度 (accuracy) 與精確度 (precision) 的影響。
    具體來說,本文在大樣本下,探討當衰變路徑為逆高斯過程,卻被誤判為伽瑪過程時,逆高斯過程的平均 (mean) 參數太大或形狀 (shape) 參數太小時,對於產品平均壽命之估計準確度與精確度的影響皆是不容忽視的。另一方面,當衰變路徑為伽瑪過程,卻被誤判為逆高斯過程時,伽瑪過程的尺度 (scale) 參數太大或形狀參數太小,亦對產品平均壽命之估計準確度與精確度的影響頗巨。 此外,在小樣本或較短測試時間下,本文以模擬方式探討誤判對於產品平均壽命估計值之影響,其模擬結果與大樣本下的結論是差異不大。


    目錄 第1章 緒論 1 1.1 前言 1 1.2 衰變模型簡介 2 1.2.1 隨機效應之衰變模型 2 1.2.2 維納過程之衰變模型 3 1.2.3 伽瑪過程之衰變模型 3 1.2.4 逆高斯過程之衰變模型 3 1.3 研究主題與動機 4 1.4 研究架構 4 第2章 文獻探討與問題描述 5 2.1 常用之衰變模型及其壽命分配 5 2.1.1 維納衰變模型 5 2.1.2 伽瑪衰變模型 6 2.1.3 逆高斯衰變模型 7 2.2 模型誤判之理論 7 2.3 問題描述 10 第3章 逆高斯衰變模型及其誤判分析 14 3.1 逆高斯模型之壽命推論 14 3.2 逆高斯模型之MTTF最大概似估計及其漸近分配 15 3.3 當逆高斯衰變模型被誤判為與伽瑪衰變模型時, 對MTTF估計值之影響 16 3.4 當伽瑪衰變模型被誤判為與逆高斯衰變模型時, 對MTTF估計值之影響 22 3.5 Laser資料實例說明 27 3.6 有限樣本數及終止時間之模擬分析 32 第4章 結論與後續研究 37 附錄 40 附錄1 矩陣 之推導 40 附錄2 矩陣 之推導 42 附錄3 的近似變異數之推導 43 參考文獻 45

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