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 |
相關次數: | 點閱:3 下載:0 |
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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。
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