具共變數之韋能隨機過程衰退試驗貝氏可靠度分析;A Bayesian Reliability Analysis of Degradation Tests Based on Wiener Process with Covariates

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Title:	具共變數之韋能隨機過程衰退試驗貝氏可靠度分析;A Bayesian Reliability Analysis of Degradation Tests Based on Wiener Process with Covariates
Authors:	黃浚為;Huang,Chun-wei
Contributors:	統計研究所
Keywords:	衰退試驗;共變數;韋能過程;貝氏理論;貝氏模型選擇
Date:	2014-08-12
Issue Date:	2014-10-15 15:33:28 (UTC+8)
Publisher:	國立中央大學
Abstract:	隨著時代科技的進步下, 大部分的產品皆具有高可靠度, 傳統上加速壽命試驗(ALT)已無法精確評估產品的可靠度, 取而代之的是衰退試驗(DT) 。本文考慮類似產品衰退特徵為具共變數的韋能過程, 其漂移係數與共變數具不同的線性關係, 在參數具相同共軛先驗分配結構下, 以貝氏方法可得參數貝氏估計的確切模式, 進而探討類似的新產品在給定共變數條件下, 產品之貝氏可靠度推論。另一方面, 不同產品間之差異性可能是可忽略的, 也就是其實各產品間不具差異性, 我們以貝氏模型選擇法則探討不同產品之共變數衰退模型之異同, 以對類似產品進行更精確的可靠度分析。;Since most of the products have high reliability as the development of modernized technologies, the traditional ALT fails to evaluate the product reliability and it is replaced by DT. This article concentrates on degradation of covariates of the Wiener process of similar products, the different linear relation between drift coefficients and covariates, the exact mode of coefficients estimation by bayesian methods when coefficients have the same the structure of conjugate prior distribution and furtherly the bayesian reliability inference under the condition of given covariates for these similar new products. On the other hand, the differences between products might be ignored which means the difference may actually not exist. For the more accurate reliabiliy analysis for such similar products, we use the bayesian model selection to discuss the comparison of different covariate degradation models for different products.
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