透過您的圖書館登入
IP:52.14.126.74
  • 學位論文

韋伯型I混合設限資料之加速壽命試驗的推論

Inference for a Simple Step-Stress Model with Type-I Hybrid Censored Data from the Weibull Distribution

指導教授 : 林千代

摘要


本論文首先討論簡單逐步應力加速壽命試驗在型I混合設限策略下韋伯分配參數的點估計與區間估計。 利用最大概似法與牛頓數值法,我們先求得模型中參數的最大概似估計值與其相對應之觀察的費雪情報矩陣。 之後,再用蒙地卡羅模擬的方法來計算參數估計值的平均偏差值與均方誤差值以評估參數估計值的精確程度。此外,所得的參數估計結果更進一步分別代入最大概似估計量之常態近似分配 、 概似比檢定法和兩種有母數拔靴反覆抽樣法以建構模型參數之信賴區間。 最後,在成本限制條件下,我們討論最佳化設計,亦即,最佳的樣本個數、失敗個數、以及逐步之檢測時間的配置,以使得在無加應力情況下所估計的第p個百分位數的一般訊息的測量值為最大。

並列摘要


The simple step-stress model with lifetimes being Weibull distributed under Type-I hybrid censoring, which provides a more flexible model than the exponential model, is considered in this thesis. For this model, the maximum likelihood estimates of its parameters, as well as the corresponding observed Fisher information matrix, are derived. We then evaluate the bias and mean square error of these estimates, and provide the confidence intervals for the parameters using asymptotic distributions, a likelihood ratio test, and two parametric bootstrap resampling methods. Finally, under the constraint that the total experimental cost does not exceed a pre-specified budget, the optimal test plan for the estimated 100pth percentile at the use condition is determined.

參考文獻


Bai, D. S. and Kim, M. S. (1993). Optimum simple step-stress accelerated life tests for weibull distribution and type I censoring. Naval Research Logistics 40, 193–210.
Balakrishnan, N. (2009). A synthesis of exact inferential results for exponential step-stress models and associated optimal accelerated life-tests. Metrika 69, 351–396.
Balakrishnan, N. and Kundu, D. (2013). Hybrid censoring: models, inferential results and applications. Computational Statistics & Data Analysis 57, 166–209.
Balakrishnan, N. and Xie, Q. (2007). Exact inference for a simple step-stress model with Type-I hybrid censored data from the exponential distribution. Journal of Statistical Planning and Inference 137, 3268–3290.
Chen, S. M. and Bhattacharyya, G. K. (1988). Exact confidence bounds for an exponential parameter under hybrid censoring. Communications in Statistics – Theory and Methods 17, 1857–1870.

延伸閱讀