ii型截尾阶跃应力加速寿命试验的贝叶斯推理模型

Jinsuk Lee, R. Pan
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引用次数: 17

摘要

本文提出了使用ii型截尾样本的简单步进应力加速寿命试验(SSALT)的贝叶斯推理模型。假设各应力下的破坏次数呈指数分布,其平均值是自然应力水平的对数线性函数,并推导出ii型截割下SSALT模型的似然函数。我们将工程知识整合到对数线性函数参数的先验分布中,并通过Siegel-gamma分布共轭推导出感兴趣参数的后验分布。将贝叶斯方法应用于SSALT,提高了参数推理的统计精度,减少了所需的样本数量。
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Bayesian inference model for step-stress accelerated life testing with type-II censoring
In this paper we present a Bayes inference model for a simple step-stress accelerated life test (SSALT) using type-II censored samples. We assume that the failure times at each stress are exponentially distributed with a mean that is a log-linear function of the natural stress level, and derive a likelihood function for the SSALT model under type-II censoring. We integrate the engineering knowledge into the prior distribution of the parameters in log-linear function, and through a Siegel-gamma distribution conjugation we can derive the posterior distribution for the parameters of interest. Applying Bayes approach to SSALT, the statistical precision of parameter inference is improved and the required number of samples is reduced.
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