Objective Bayesian analysis accelerated degradation test based on Wiener process models

Qiang Guan; Yincai Tang; Ancha Xu

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Objective Bayesian analysis accelerated degradation test based on Wiener process models

机译：基于维纳过程模型的客观贝叶斯分析加速降解测试

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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.

机译：当可以观察到导致失效的退化测量结果时，作为有效模型的恒应力加速退化测试（CSADT）被广泛用于评估产品的可靠性。我们将降解过程建模为维纳过程。在本文中，我们使用客观贝叶斯方法对CSADT的参数进行推断。推导了非信息性先验（Jefferys先验和两个参考先验），我们证明了它们的后验分布是正确的。由于后验分布非常复杂，提出了基于杰弗里斯先验和两个参考先验的贝叶斯推理的吉布斯采样算法。进行了一些模拟研究，以证明客观贝叶斯分析的有效性。最后，我们将客观贝叶斯方法应用于实际数据集，并估计使用条件下的平均失效时间（MTTF）。

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来源
《Applied Mathematical Modelling》 |2016年第4期|2743-2755|共13页
作者
Qiang Guan; Yincai Tang; Ancha Xu;
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作者单位

Institute of Information Engineering, Sanming University, Sanming 365004, China;

School of Finance and Statistics, East China normal University, Shanghai 200062, China;

College of Mathematics and Information Science, Wenzhou University, Zhejiang 325035, China,Room 3B221, South campus of Wenzhou University, Wenzhou, Province, china;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Objective Bayes; Accelerated degradation test; Wiener process; Reference prior; Gibbs sampling; Reliability;

机译：目标贝叶斯;加速降解测试;维纳工艺;参考优先权;吉布斯采样;可靠性;

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Objective Bayesian analysis accelerated degradation test based on Wiener process models

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