針對高可靠度產品之壽命推論問題，「如何On-line決定實驗最適終止時間」及「如何安排一個有效的衰變試驗來推估產品壽命」是工業界十分重視之研究課題。Tseng & Yu (1997) 及Tseng & Liao (1998) 曾分別對上述兩問題提出適當處理方法，唯因受限於分析工具，其結果僅在衰變模型為可經由函數轉換為線性 (quasi-linearization) 之條件下獲得。本文採用Tseng & Peng (2004) 所提之非線性隨機衰變模型來描述產品衰變路徑，並重新分析這兩個決策問題，具體結論如下：
(1) 利用Tseng & Yu (1997) 所提出的線上終止時間之決策程序，比較非線性衰變模型與傳統模型之終止時間，其中非線性衰變模型之終止時間較短。
(2) 在試驗測試成本不超過給定上限之前提下，以產品之 (及MTTF) 估計量的變異數達極小化為目標，建立最佳衰變試驗設計，文中以LED試驗為例，比較Tseng & Liao (1998) 及Tseng & Peng (2004) 兩模型在參數估計上的表現，其中quasi-linearization模型所求得之壽命估計值，其誤差偏高，而非線性隨機衰變模型不僅有較小的估計誤差，且對參數變動的敏感度也低。

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