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Nonparametric optimal designs for degradation tests
Narayanaswamy Balakrishnan1, Chengwei Qin1
1Department of Mathematics and Statistics, McMaster University, Hamilton, ON, Canada.
This study optimizes degradation test designs using empirical Lévy processes. It determines sample size, measurement frequency, and operation time to minimize estimation errors for first passage time (FPT) within a budget.
Area of Science:
- Reliability Engineering
- Statistical Modeling
- Nonparametric Statistics
Background:
- Degradation testing is crucial for estimating product lifetime.
- Existing methods often assume specific parametric distributions for degradation.
- Nonparametric approaches offer flexibility but require careful experimental design.
Purpose of the Study:
- To develop an optimal design strategy for nonparametric degradation tests.
- To investigate the impact of design variables (sample size, measurement frequency, total operation time) on estimation accuracy.
- To minimize the mean squared error of the first passage time (FPT) distribution percentile under budget constraints.
Main Methods:
- Modeling the degradation process using an empirical Lévy process with heterogeneity.
- Defining design variables: sample size, measurement frequency, and total operation time.
- Employing bootstrap methods to estimate the mean squared error (MSE) of the FPT percentile.
Main Results:
- The study identifies optimal values for design variables that minimize FPT estimation MSE.
- It quantifies the trade-offs between experimental cost and estimation precision.
- The nonparametric framework effectively handles heterogeneity in degradation processes.
Conclusions:
- Optimal design of degradation tests can be achieved within a nonparametric framework.
- Careful selection of sample size, measurement frequency, and operation time is critical for accurate FPT estimation.
- The proposed methodology provides a cost-effective approach to designing reliable degradation experiments.
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