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arXiv 2402.06358math.STstat.TH
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比例风险下区间监测步进应力实验的稳健推断

Robust inference for an interval-monitored step-stress experiment under proportional hazards

Narayanaswamy Balakrishnan, María Jaenada, Leandro Pardo

AI总结:

本文针对比例风险下的区间监测步进应力加速寿命试验,提出稳健的最小密度幂散度估计器族,用于估计可靠性和寿命特征,并通过模拟验证其稳健性与效率。

摘要:

加速寿命试验(ALTs)在可靠性分析中扮演着关键角色,为高可靠性产品提供寿命估计。在ALTs中,步进应力设计在预定时间点增加应力水平,同时在连续变化之间保持恒定的应力水平。这种方法加速了故障的发生,减少了试验时间和成本。虽然许多研究假设寿命分布具有特定形式,但在某些应用中,应优先选择满足特定性质的一般形式。比例风险模型假设施加的应力对风险率具有乘性效应,因此风险函数可分为两个因子,一个代表应力的效应,另一个代表基线风险。在本工作中,我们考察了两种特定形式的基线风险,即线性和二次形式。此外,某些实验可能面临实际限制,使得对设备的连续监测不可行。相反,受试设备在预定间隔进行检查,导致区间删失数据。另一方面,最近的研究表明,基于散度的估计器在效率和稳健性之间存在有吸引力的权衡。本文介绍了在比例风险下的步进应力ALT模型,并提出了一族稳健的最小密度幂散度估计器(MDPDEs),用于估计设备可靠性和相关的寿命特征,如平均寿命和分布分位数。推导了这些估计的渐近分布,提供了近似置信区间。通过蒙特卡罗模拟进行的实证评估展示了它们在稳健性和效率方面的性能。最后,提供了一个说明性示例,以展示所开发模型和相关方法的实用性。

英文摘要:

Accelerated life tests (ALTs) play a crucial role in reliability analyses, providing lifetime estimates of highly reliable products. Among ALTs, step-stress design increases the stress level at predefined times, while maintaining a constant stress level between successive changes. This approach accelerates the occurrence of failures, reducing experimental duration and cost. While many studies assume a specific form for the lifetime distribution, in certain applications instead a general form satisfying certain properties should be preferred. Proportional hazard model assumes that applied stresses act multiplicatively on the hazard rate, so the hazards function may be divided into two factors, with one representing the effect of the stress, and the other representing the baseline hazard. In this work we examine two particular forms of baseline hazards, namely, linear and quadratic. Moreover, certain experiments may face practical constraints making continuous monitoring of devices infeasible. Instead, devices under test are inspected at predetermined intervals, leading to interval-censoring data. On the other hand, recent works have shown an appealing trade-off between the efficiency and robustness of divergence-based estimators. This paper introduces the step-stress ALT model under proportional hazards and presents a robust family of minimum density power divergence estimators (MDPDEs) for estimating device reliability and related lifetime characteristics such as mean lifetime and distributional quantiles. The asymptotic distributions of these estimates are derived, providing approximate confidence intervals. Empirical evaluations through Monte Carlo simulations demonstrate their performance in terms of robustness and efficiency. Finally, an illustrative example is provided to demonstrate the usefulness of the model and associated methods developed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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