1. Degradation Data Analysis Using Wiener Process and MCMC Approach.
- Author
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Chunping Li and Huibing Hao
- Subjects
- *
WIENER processes , *MARKOV chain Monte Carlo , *BAYESIAN analysis , *PARAMETERS (Statistics) , *STATISTICAL reliability - Abstract
Traditional reliability assessment methods are based on lifetime data. However, the lifetime data of high reliability product are difficult to obtain even by the accelerated life test. In this paper, a very effective method is presented to assess the reliability via the degradation data of product, where the degradation path of product is characterized by mixed effect wiener process model. Considering that the mixed effect degradation model is very complicated, the Bayesian Markov Chain Monte Carlo (MCMC) method is used to obtain the unknown parameters and the corresponding reliability assessment is carried out. At last, a numerical example about laser data is given to demonstrate that degradation data can provide more information about the product than lifetime data and pseudo lifetime data. [ABSTRACT FROM AUTHOR]
- Published
- 2017