• DocumentCode
    1288493
  • Title

    Mis-Specification Analysis of Linear Degradation Models

  • Author

    Peng, Chien-Yu ; Tseng, Sheng-Tsaing

  • Author_Institution
    Inst. of Stat., Nat. Tsing-Hua Univ., Hsinchu, Taiwan
  • Volume
    58
  • Issue
    3
  • fYear
    2009
  • Firstpage
    444
  • Lastpage
    455
  • Abstract
    Degradation models are widely used to assess the lifetime information of highly reliable products if there exists quality characteristics whose degradation over time can be related to reliability. The performance of a degradation model depends strongly on the appropriateness of the model describing a product´s degradation path. In this paper, motivated by laser data, we propose a general linear degradation path in which the unit-to-unit variation of all test units can be considered simultaneously with the time-dependent structure in degradation paths. Based on the proposed degradation model, we first derive an implicit expression of a product´s lifetime distribution, and its corresponding mean-time-to-failure (MTTF). By using the profile likelihood approach, maximum likelihood estimation of parameters, a product´s MTTF, and their confidence intervals can be obtained easily. In addition, laser degradation data are used to illustrate the proposed procedure. Furthermore, we also address the effects of model mis-specification on the prediction of the product´s MTTF. It shows that the effect of the model mis-specification on the predictions of a product´s MTTF is not critical under the case of large samples. However, when the sample size and the termination time are not large enough, a simulation study shows that these effects are not negligible.
  • Keywords
    maximum likelihood estimation; confidence intervals; laser data; linear degradation models; maximum likelihood estimation; mean-time-to-failure; misspecification analysis; time-dependent structure; unit-to-unit variation; Degradation; first passage time; identifiability; model mis-specification;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.2009.2026784
  • Filename
    5196698