研究生: |
蘇翠淑 Tsui-Shu Su |
---|---|
論文名稱: |
Estimating Lifetime Distribution and Its Parameters Based on Intermediate Data from a Wiener Degradation Model Estimating Lifetime Distribution and Its Parameters Based on Intermediate Data from a Wiener Degradation Model |
指導教授: |
唐正
Jen Tang |
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: | 2004 |
畢業學年度: | 92 |
語文別: | 英文 |
論文頁數: | 49 |
中文關鍵詞: | Accelerated life test 、Wiener process 、Degradation data 、Lifetime distribution 、Maximum likelihood estimator 、Uniformly minimum variance unbiased estimator 、Goodness-of-fit test 、Inverse Gaussian distribution |
相關次數: | 點閱:2 下載:0 |
分享至: |
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
Due to technological advance and high expectation from consumers, many products are now expected to function for a long time before failure. However, during design and manufacturing stages, managers and engineers need failure data much sooner to estimate the lifetime distributions of their products. Accelerated life testing and step-stress life testing, where products are subject to higher-than-normal stresses to accelerate their failures, are standard methods of obtaining timely failure data. In a different approach, one will study the degradation/accumulated decay of a quality characteristic (QC) in case where the product will fail when its QC’s sample degradation path first passes the failure threshold. One advantage is that, if one can model the degradation sample path by, for example, a stochastic process, then it is possible to predict/estimate the lifetime without testing till failure of the product. When assuming a Wiener process with a constant or linear failure threshold, the lifetime distribution is an inverse Gaussian distribution and estimation procedures based on failure data are available. However, since we have a time-continuous degradation process, it is possible to obtain intermediate data before product’s failure and these data may be useful for lifetime estimation and model verification. In this paper, we first propose a simple way of obtaining intermediate data, which are basically boundary-crossing times of the degradation process but over certain boundaries before failure and hence are not actual failure times. Then we obtain various estimators of the lifetime distribution and its parameters based on these intermediate data, with or without the actual failure data. The results for cases without failure data are particularly useful for products that are highly reliable since lifetime could be too long or costly to obtain. In addition to the standard maximum likelihood estimators, we also obtain the uniformly minimum variance unbiased (UMVU) estimators, or mixtures of the two, for various quantities of interest. An example of an electronic product, namely the contact image scanner (CIS), is used to illustrate the proposed method.
[1] W. R. Blischke, and D. N. P. Murthy, Reliability: Modeling, prediction, and optimization, Wiley, New York, 2000.
[2] R. S. Chhikara and L. Folks, Statistical distribution related to the inverse Gaussian, Communication in statistics, 4(12), (1975), 1081-1091.
[3] R. S. Chhikara and L. Folks, The inverse Gaussian distribution: Theory, methodology, and applications, Marcel Dekker, New York, 1989.
[4] K. A. Doksum and A. Hoyland, Models for variable-stress accelerated life testing experiments based on Wiener processes and the inverse Gaussian distribution, Technometrics, 34(1), (1992), 74-82.
[5] K. A. Doksum and S.-L. T. Normand, Gaussian models for degradation processes-Part I: Methods for the analysis of biomarker data, Lifetime Data Analysis, 1 (1995), 131-144.
[6] G. J. Hahn, S. S. Shapiro, Statistical models in engineering, New York: John Wiley and Sons, 1967.
[7] K. Iwase and N. Seto, Uniformly minimum variance unbiased estimation for the inverse Gaussain distribution, Journal of the American Statistical Association, 78 (1983), 660-663.
[8] S. Karlin and H. M. Taylor, A second course in stochastic processes, Academic Press, New York, 1981.
[9] E. L. Lehmann, and G. Casella, Theory of point estimation, Springer-Verlag, New York, 1998.
[10] C. J. Lu, and W. Q. Meeker, Using degradation measures to estimate a time-to-failure distribution, Technometrics, 35 (1993), 161-174.
[11] J. C. Lu, J. Park, and Q. Yang, Statistical inference of a time-to-failure distribution derived from linear degradation data, Technometrics, 39 (1997), 391-400.
[12] Y. L. Luke, The special functions and their approximations, vol. 1, Academic Press, New York, 1969.
[13] W. Q. Meeker and L. A. Escobar, A review of recent research and current issues in accelerated testing, International Statistical Review, 61(1) (1993), 147-168.
[14] W. Q. Meeker and L. A. Escobar, Statistical methods for reliability data, John Wiley and Sons, New York, 1998.
[15] W.Q. Meeker, L. A. Escobar, and C. J. Lu, Accelerated degradation tests: Modeling and analysis, Technometrics, 40 (1998), 89-99.
[16] Nelson, W., Accelerated testing: Statistical models, test plans, and data analysis, Wiley, New York, 1990.
[17] R. J. Pavur, R. L. Edgeman and R. C. Scott, Quadratic statistics for the goodness-of-fit test of the inverse Gaussian distribution, IEEE Trans. on Reliab., R-41(1) (1992), 118-123.
[18] V. Seshadri, The inverse Gaussian distribution: Statistical theory and applications, Springer-Verlag, New York, 1999.
[19] N. D. Singpurwalla, Survival in dynamic environments, Statistical Science, 10 (1995), 86-103.
[20] C. Su, J. C. Lu, D. Chen and J. M. Hughes-Oliver, A random coefficient degradation model with random sample size, Lifetime Data Analysis, 5 (1999), 173-83.
[21] L. C. Tang and D. S. Chang, Reliability prediction using nondestructive accelerated degradation data, IEEE Trans. on Reliab., R-44 (1995), 562-566.
[22] S. T. Tseng, J. Tang, and I. H. Ku, Determination of optimal burn-in parameters and residual life for highly reliable products, Nav. Res. Logistics, 50 (2003), 1-14.
[23] S. T. Tseng and H.F. Yu, A termination rule for degradation experiment, IEEE Trans. Reliab., R-46(1) (1997), 130-133.
[24] M.C.K. Tweedie, Statistical properties of inverse Gaussian distributions I, Ann. Math Statist., 28 (1957), 362-377.
[25] G. A. Whitmore, and F. Schenkelberg, Modelling accelerated degradation data using Wiener diffusion with a time scale transformation, Lifetime Data Analysis, 3(1) (1997), 27-45.
[26] A. J. Wu, and J. Shao, Reliability analysis using the least squares method in nonlinear mixed-effect degradation models, Statistica Sinica, 9 (1999), 855-877.
[27] H. F. Yu and S. T. Tseng, Designing a degradation test, Nav. Res. Logistics, 46 (1999), 699-706.