Objective Bayesian analysis accelerated degradation test based on Wiener process models

被引:71
作者
Guan, Qiang [1 ]
Tang, Yincai [2 ]
Xu, Ancha [3 ]
机构
[1] Sanming Univ, Inst Informat Engn, Sanming 365004, Peoples R China
[2] E China Normal Univ, Sch Finance & Stat, Shanghai 200062, Peoples R China
[3] Wenzhou Univ, Coll Math & Informat Sci, Wenzhou 325035, Zhejiang, Peoples R China
基金
中国国家自然科学基金;
关键词
Objective Bayes; Accelerated degradation test; Wiener process; Reference prior; Gibbs sampling; Reliability; LIFE;
D O I
10.1016/j.apm.2015.09.076
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Constant-stress accelerated degradation test (CSADT) as an effective model is widely used in assessing product reliability when measurements of degradation leading to failure can be observed. We model the degradation process as a Wiener process. In this paper, we make inferences about the parameters of the CSADT using an objective Bayesian method. The non informative priors (Jefferys prior and two reference priors) are derived, and we show that their posterior distributions are proper. Since the posterior distributions are very complicated, Gibbs sampling algorithms for the Bayesian inference based on the Jefferys prior and two reference priors are proposed. Some simulation studies are conducted to show the effectiveness of the objective Bayesian analysis. Finally, we apply the objective Bayesian method to a real data set and estimate the mean-time-to-failure (MTTF) under use condition. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:2743 / 2755
页数:13
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