灵活的贝叶斯可靠性演示测试

IF 1.3 4区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Hugalf Bernburg, Clemens Elster, Katy Klauenberg
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引用次数: 0

摘要

目的是证明连续时间点上的群体可靠性,其中每个当前点上的样本必须证明至少 100%的设备在下一个点之前都能正常工作,且概率至少为 。为了测试群体的可靠性,我们灵活运用了标准寿命模型,允许相应计数过程的未知参数随时间变化。同时,我们指定一个先验分布,假定参数在一定区间内恒定不变。这种灵活的方法有几个优点:它可以适用于所有参数生命周期;其马尔可夫特性可以有效地推导出缺陷器件的数量,即使是在测试时间较多的情况下;推理的确定性较低,因此更符合实际情况,从而减少了接受劣质群体的频率。另一方面,信息先验可稳定推论。基于同质泊松过程(HPP)的灵活性,我们推导出了验收抽样计划,以测试群体的未来可靠性。将零故障抽样计划应用于对 Weibull 过程的模拟,显示了其良好的频繁性和稳健性。以受德国法规(Mess- und Eichverordnung (MessEV).2014: 2010-2073.),在满足这些计划的条件时,应用推导出的顺序抽样计划可延长验证有效期。与 HPP 相比,这些抽样计划能更好地保护消费者的利益,同时还具有成本效益。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Flexible Bayesian reliability demonstration testing

Flexible Bayesian reliability demonstration testing

The aim is to demonstrate the reliability of a population at consecutive points in time, where a sample at each current point must prove that at least 100 p $$ p $$ % of the devices function until the next point with a probability of at least 1 ω $$ 1-\omega $$ . To test the reliability of the population, we flexibilise standard lifetime models by allowing the unknown parameter(s) of the corresponding counting process to vary in time. At the same time, we assign a prior distribution that assumes the parameters to be constant within a certain interval. This flexibilisation has several advantages: it can be applied for all parametric lifetimes; its Markov property allows the efficient derivation of the number of defective devices, even for a large number of testing times; and the inference is less certain and hence more realistic and leads to less frequent acceptance of poor quality populations. On the other hand, the inference is stabilised by the informative prior. Based on the flexibilisation of the homogeneous Poisson process (HPP), we derive acceptance sampling plans to test the future reliability of a population. Applying the zero failure sampling plans on simulations of Weibull processes shows their good frequentist properties and their robustness. In the case of utility meters subject to German regulations (Mess- und Eichverordnung (MessEV). 2014: 2010–2073.), application of the derived sequential sampling plans when the conditions of these plans are met can lead to an extension of the verification validity period. These sampling plans protect the consumer better than those from an HPP and are still cost efficient.

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来源期刊
CiteScore
2.70
自引率
0.00%
发文量
67
审稿时长
>12 weeks
期刊介绍: ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published in 1985, publishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production. In 2007 ASMBI became the official journal of the International Society for Business and Industrial Statistics (www.isbis.org). The main objective is to publish papers, both technical and practical, presenting new results which solve real-life problems or have great potential in doing so. Mathematical rigour, innovative stochastic modelling and sound applications are the key ingredients of papers to be published, after a very selective review process. The journal is very open to new ideas, like Data Science and Big Data stemming from problems in business and industry or uncertainty quantification in engineering, as well as more traditional ones, like reliability, quality control, design of experiments, managerial processes, supply chains and inventories, insurance, econometrics, financial modelling (provided the papers are related to real problems). The journal is interested also in papers addressing the effects of business and industrial decisions on the environment, healthcare, social life. State-of-the art computational methods are very welcome as well, when combined with sound applications and innovative models.
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