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Expectation Maximization Algorithm for One Shot Device Accelerated Life Testing with Weibull Lifetimes, and Variable Parameters over Stress

机译:具有威布尔寿命和应力可变参数的单发装置加速寿命测试的期望最大化算法

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摘要

In reliability analysis, accelerated life-tests are commonly used for inducing more failures, thus obtaining more lifetime information in a relatively short period of time. In this paper, we study binary response data collected from an accelerated life-test arising from one-shot device testing based on a Weibull lifetime distribution with both scale and shape parameters varying over stress factors. Log-linear link functions are used to connect both scale and shape parameters in the Weibull model with the stress factors. Because no failure times of units are observed, we use the EM algorithm for computing the maximum likelihood estimates (MLEs) of the model parameters. Moreover, we develop inferences on the reliability at a specific time, and the mean lifetime at normal operating conditions. This method of estimation is then compared with Fisher scoring and least-squares methods in terms of mean square error as well as tolerance value, computational time, and number of cases of divergence. The asymptotic confidence intervals and parametric bootstrap confidence intervals are also developed for some parameters of interest. A transformation approach is also proposed for constructing confidence intervals. A simulation study is then carried out to demonstrate that the proposed estimators perform very well for data of the considered form. Such accelerated one-shot device testing data can also be found in survival analysis. For an illustration, we consider here an application of the proposed algorithm to mice tumor toxicology data from a study involving the development of tumors with respect to risk factors such as sex, strain of offspring, and dose effects.
机译:在可靠性分析中,通常使用加速的寿命测试来引发更多的故障,从而在相对较短的时间内获得更多的寿命信息。在本文中,我们研究了基于Weibull寿命分布的单次设备测试的加速寿命测试收集的二进制响应数据,该寿命分布的尺度和形状参数均随应力因子而变化。对数线性链接函数用于将Weibull模型中的比例和形状参数与应力因子相连接。因为没有观察到单位的失效时间,所以我们使用EM算法来计算模型参数的最大似然估计(MLE)。此外,我们得出在特定时间的可靠性以及正常工作条件下的平均寿命的推论。然后,在均方误差,容差值,计算时间和发散案例数方面,将该估算方法与Fisher评分法和最小二乘法进行比较。渐近置信区间和参数自举置信区间也针对某些感兴趣的参数而开发。还提出了一种用于构造置信区间的变换方法。然后进行仿真研究,以证明所提出的估计器对于考虑形式的数据表现良好。此类加速的单次设备测试数据也可以在生存分析中找到。为了说明,我们在这里考虑将所提出的算法应用于小鼠肿瘤毒理学数据的研究,该研究涉及涉及诸如性别,后代品系和剂量效应等危险因素的肿瘤发展。

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