Bivariate Constant-Stress Accelerated Degradation Model and Inference Based on the Inverse Gaussian Process

Expand
  • (1. School of Economics, Nanjing University of Finance and Economics, Nanjing 210023, China; 2. School of Mathematics, Southeast University, Nanjing 210096, China)

Online published: 2018-12-07

Abstract

Modern highly reliable products may have two or more quality characteristics (QCs) because of their complex structures and abundant functions. Relations between the QCs should be considered when assessing the reliability of these products. This paper conducts a Bayesian analysis for a bivariate constant-stress accelerated degradation model based on the inverse Gaussian (IG) process. We assume that the product considered has two QCs and each of the QCs is governed by an IG process. The relationship between the QCs is described by a Frank copula function. We also assume that the stress on the products affects not only the parameters of the IG processes, but also the parameter of the Frank copula function. The Bayesian MCMC method is developed to calculate the maximum likelihood estimators (MLE) of the model parameters. The reliability function and the mean-time-to-failure (MTTF) are estimated through the calculation of the posterior samples. Finally, a simulation example is presented to illustrate the proposed bivariate constant-stress accelerated degradation model.

Cite this article

DUAN Fengjun (段凤君), WANG Guanjun (王冠军) . Bivariate Constant-Stress Accelerated Degradation Model and Inference Based on the Inverse Gaussian Process[J]. Journal of Shanghai Jiaotong University(Science), 2018 , 23(6) : 784 -790 . DOI: 10.1007/s12204-018-1984-z

References

[1] ELSAYED E A, ZHANG H. Design of PH-based acceleratedlife testing plans under multiple-stress-type [J].Reliability Engineering & System Safety, 2007, 92(3):286-292. [2] PAN Z, BALAKRISHNAN N. Reliability modelingof degradation of products with multiple performancecharacteristics based on gamma processes [J]. ReliabilityEngineering & System Safety, 2011, 96(8): 949-957. [3] WANG X, XU D. An inverse Gaussian process modelfor degradation data [J]. Technometrics, 2010, 52(2):188-197. [4] PAN Z, BALAKRISHNAN N, SUN Q, et al. Bivariatedegradation analysis of products based on Wienerprocesses and copulas [J]. Journal of Statistical Computationand Simulation, 2013, 83(7): 1316-1329. [5] MEEKER W Q, ESCOBAR L A. Statistical methodsfor reliability data [M]. New York, USA: John Wiley& Sons, 1998. [6] YE Z S, CHEN N. The inverse Gaussian process asa degradation model [J]. Technometrics, 2014, 56(3):302-311. [7] PENG W W, LI Y F, YANG Y J, et al. InverseGaussian process models for degradation analysis: ABayesian perspective [J]. Reliability Engineering &System Safety, 2014, 130: 175-189. [8] PENG C Y. Inverse Gaussian processes with randomeffects and explanatory variable for degradation data[J]. Technometrics, 2015, 57(1): 100-111. [9] ZHOU J L, PAN Z Q, SUN Q. Bivariate degradationmodeling based on gamma process [C]//Proceedingsof the World Congress on Engineering. London, UK:WCE, 2010: 1-6. [10] LIU Z Y, MA X B, YANG J, et al. Reliability modelingfor systems with multiple degradation processes usinginverse Gaussian process and copulas [J]. MathematicalProblems in Engineering, 2014: 1-10. [11] PAN Z Q, BALAKRISHNAN N, SUN Q. Bivariateconstant-stress accelerated degradation model and inference[J]. Communications in Statistics-Simulationand Computation, 2011, 40(2): 247-257. [12] PAN Z Q, SUN Q. Optimal design for step-stress accelerateddegradation test with multiple performancecharacteristics based on gamma processes [J]. Communicationin Statistics-Simulation and Computation,2014, 43(2): 298-314. [13] NELSON R B. An introduction to copulas [M]. 2nded. New York, USA: Spring, 2006. [14] PENG W W, LI Y F, YANG Y J, et al. Bivariateanalysis of incomplete degradation observations basedon inverse Gaussian processes and copulas [J]. IEEETransactions on Reliability, 2016, 65(2): 624-639.
Options
Outlines

/