基于漂移率与挥发性呈正相关的Wiener过程的加速退化试验设计

IF 1.3 4区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Daojiang He, Lei He, Jinming Ren
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引用次数: 0

摘要

在本文中,我们研究了恒定应力加速降解试验的优化设计问题,采用了一类新的维纳过程,有效地捕捉了漂移率和波动率之间的正相关关系。在 D $$ D $$ -、A $$ A $$ - 和 c $$ c $$ - 的最优标准下,试验应力水平和每个应力水平的试验单元分配都是明确确定的。我们提供了一个使用碳膜电阻器数据的数值示例,以验证我们的理论发现,并进行了模拟研究,以突出我们建议的设计的优势。数值结果表明,建议的设计在估计精度方面优于现有设计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility

In this paper, we study the optimal design problem for constant-stress accelerated degradation tests using a new class of Wiener processes that effectively capture the positive relation between the drift rate and the volatility. Under the D $$ D $$ -, A $$ A $$ -, and c $$ c $$ -optimality criteria, both the test stress levels and the allocation of test units at each stress level are explicitly determined. We provide a numerical example using carbon-film resistor data to validate our theoretical findings and perform a simulation study to highlight the advantages of our proposed designs. The numerical results suggest that the proposed designs outperform existing designs in terms of estimation accuracy.

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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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