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題名 貝氏Weibull模式應用於加速壽命試驗
作者 吳雅婷
Wu,Ya-Ting
貢獻者 陳麗霞
吳雅婷
Wu,Ya-Ting
關鍵詞 加速壽命試驗
危險函數
概似函數
可靠度
區間資料
型一設限資料
蒙地卡羅法
Accelerated life testing
hazard function
maximum likelihood function
reliability
interval data
type I censored data
Markov Chain Monte Carlo methods
日期 2003
上傳時間 2009-09-14
摘要 本文所探討的中心為貝氏模型運用於加速壽命試驗,並且假設受測項目之壽命服從Weibull分配。加速實驗環境有三種,其中第二種環境代表正常狀態,採用加速壽命試驗的方式涵蓋了三種:固定應力、漸進之逐步應力和變量曲線之逐步應力。對於先驗參數,並不是直接給予特定的值,而是透過專家評估,給定各種環境之下的產品可靠度之中位數或百分位數,再利用這些資訊經過數值運算解出先驗參數。資料的型態分成兩種,一為區間資料,另一為型一設限資料,透過蒙地卡羅法模擬出後驗分配,並且估計正常環境狀態的可靠度。
This article develops a Bayes inference model for accelerated life testing assuming failure times at each stress level are Weibull distributed. Using the approach, there are three stressed to be used, and the three testing scenarios to be adapted are as follows:fixed-stress, progressive step-stress and profile step-stress. Prior information is used to indirectly define a multivariate prior distribution for the scale parameters at the various stress levels. The inference procedure accommodates both the interval data sampling strategy and type I censored sampling strategy for the collection of ALT test data. The inference procedure uses the well-known Markov Chain Monte Carlo methods to derive posterior approximations.
參考文獻 1. Erkanli, A. and Merrick J. R., and Soyer R. (2002). Parametric and Semi-parametric Bayesian Models for Accelerated Life Tests. Manuscript.
2. Lawless J. F. (2003). Statistical Models and Methods for Lifetime Data. Wiley and Sons, New York.
3. Martz, H. F. and Waller, R. A. (1982). Bayesian Reliability Analysis. Wiley and Sons, New York.
4. Mazzuchi, T. A., Soyer, R., Vopatek, A. (1997). Linear Bayesian Inference for Accelerated Weibull Model. Lifetime Data Analysis, 3, 63-75.
5. Press S. James (2003). Subjective and Objective Bayesian Statistics. Wiley and Sons, New York.
6. Van Dorp, J. R, Mazzuchi, T. A., Fornell, G. E., and Pollock, L.R. (1996). A Bayes approach to step-stress accelerated life testing. IEEE Trans. Reliability 45 (3), 491-498.
7. Van Dorp, J. R. and Mazzuchi, T. A. (2000). Solving for the Parameters of Beta Distribution under two Quantile Constraints. J. Statist. Comput. Simulation 67, 189-201.
8. Van Dorp, J. R. and Mazzuchi, T. A. (2003a). A General Bayes Weibull Inference Model for Accelerated Life Testing. The George Washington University, Washington D. C., USA.
9. Van Dorp, J. R. and Mazzuchi, T. A. (2003b). Parameters Specification of the Beta Distribution and its Dirichlet Extensions Utilizing Quantiles. Beta Distributions and Its Applications, 29(1), 1-37.
10. Van Dorp, J. R. and Mazzuchi, T. A. (2004). A General Bayes Exponential Inference Model for Accelerated Life Testing. Journal of Statistical Planning and Inference, 119, 55-74.
11. Wilks, S. S. (1962). Mathematical Statistics. Wiley and Sons, New York.
描述 碩士
國立政治大學
統計研究所
92354023
92
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0923540231
資料類型 thesis
dc.contributor.advisor 陳麗霞zh_TW
dc.contributor.author (Authors) 吳雅婷zh_TW
dc.contributor.author (Authors) Wu,Ya-Tingen_US
dc.creator (作者) 吳雅婷zh_TW
dc.creator (作者) Wu,Ya-Tingen_US
dc.date (日期) 2003en_US
dc.date.accessioned 2009-09-14-
dc.date.available 2009-09-14-
dc.date.issued (上傳時間) 2009-09-14-
dc.identifier (Other Identifiers) G0923540231en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/30951-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 92354023zh_TW
dc.description (描述) 92zh_TW
dc.description.abstract (摘要) 本文所探討的中心為貝氏模型運用於加速壽命試驗,並且假設受測項目之壽命服從Weibull分配。加速實驗環境有三種,其中第二種環境代表正常狀態,採用加速壽命試驗的方式涵蓋了三種:固定應力、漸進之逐步應力和變量曲線之逐步應力。對於先驗參數,並不是直接給予特定的值,而是透過專家評估,給定各種環境之下的產品可靠度之中位數或百分位數,再利用這些資訊經過數值運算解出先驗參數。資料的型態分成兩種,一為區間資料,另一為型一設限資料,透過蒙地卡羅法模擬出後驗分配,並且估計正常環境狀態的可靠度。zh_TW
dc.description.abstract (摘要) This article develops a Bayes inference model for accelerated life testing assuming failure times at each stress level are Weibull distributed. Using the approach, there are three stressed to be used, and the three testing scenarios to be adapted are as follows:fixed-stress, progressive step-stress and profile step-stress. Prior information is used to indirectly define a multivariate prior distribution for the scale parameters at the various stress levels. The inference procedure accommodates both the interval data sampling strategy and type I censored sampling strategy for the collection of ALT test data. The inference procedure uses the well-known Markov Chain Monte Carlo methods to derive posterior approximations.en_US
dc.description.tableofcontents 第一章 緒論………………………………………………………...……………...1
      第一節 研究動機………………………………………………………............…1
      第二節 研究目的……………………………………………………………....…1
      第三節 文獻探討………………………………………………………….…...…2
      第四節 本文架構……………………………………………………………....…3
     第二章 加速壽命試驗及槪似函數...………………………...………………..4
      第一節 加速壽命試驗…………………………………………………….…...…4
      第二節 危險函數…………………..………………………………...…………...5
      第三節 條件存活機率……………………………………...…………………….8
      第四節 逐步應力下之概似函數…………………………………………………9
      一、區間資料………………………………………………………………10
      二、型一設限資料………………………………………………………...11
     第三章 貝氏方法運用於加速壽命試驗..……………………...…………....13
      第一節 先驗分配………………………………………………………...……...13
      第二節 先驗參數之設定…………………………………………………...…...14
      第三節 轉換因子的選擇………………………………………......................…15
      第四節 求解Beta分配之先驗參數……………………..……………………...16
      第五節 後驗分配……………………………………………………………..…19
     第四章 實驗與模擬……………………………...……………………………...22
     第一節 解出先驗參數……………………………………………………......…22
      第二節 型一設限資料…………………………………………………..............27
      第三節 區間資料………………………………………………………...……...33
      第四節 先驗分配和後驗分配的比較……………………..............................…38
     第五章 結論……………………………...……………………………………….45
     參考文獻……………………………...………………………………………..…..48
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0923540231en_US
dc.subject (關鍵詞) 加速壽命試驗zh_TW
dc.subject (關鍵詞) 危險函數zh_TW
dc.subject (關鍵詞) 概似函數zh_TW
dc.subject (關鍵詞) 可靠度zh_TW
dc.subject (關鍵詞) 區間資料zh_TW
dc.subject (關鍵詞) 型一設限資料zh_TW
dc.subject (關鍵詞) 蒙地卡羅法zh_TW
dc.subject (關鍵詞) Accelerated life testingen_US
dc.subject (關鍵詞) hazard functionen_US
dc.subject (關鍵詞) maximum likelihood functionen_US
dc.subject (關鍵詞) reliabilityen_US
dc.subject (關鍵詞) interval dataen_US
dc.subject (關鍵詞) type I censored dataen_US
dc.subject (關鍵詞) Markov Chain Monte Carlo methodsen_US
dc.title (題名) 貝氏Weibull模式應用於加速壽命試驗zh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1. Erkanli, A. and Merrick J. R., and Soyer R. (2002). Parametric and Semi-parametric Bayesian Models for Accelerated Life Tests. Manuscript.zh_TW
dc.relation.reference (參考文獻) 2. Lawless J. F. (2003). Statistical Models and Methods for Lifetime Data. Wiley and Sons, New York.zh_TW
dc.relation.reference (參考文獻) 3. Martz, H. F. and Waller, R. A. (1982). Bayesian Reliability Analysis. Wiley and Sons, New York.zh_TW
dc.relation.reference (參考文獻) 4. Mazzuchi, T. A., Soyer, R., Vopatek, A. (1997). Linear Bayesian Inference for Accelerated Weibull Model. Lifetime Data Analysis, 3, 63-75.zh_TW
dc.relation.reference (參考文獻) 5. Press S. James (2003). Subjective and Objective Bayesian Statistics. Wiley and Sons, New York.zh_TW
dc.relation.reference (參考文獻) 6. Van Dorp, J. R, Mazzuchi, T. A., Fornell, G. E., and Pollock, L.R. (1996). A Bayes approach to step-stress accelerated life testing. IEEE Trans. Reliability 45 (3), 491-498.zh_TW
dc.relation.reference (參考文獻) 7. Van Dorp, J. R. and Mazzuchi, T. A. (2000). Solving for the Parameters of Beta Distribution under two Quantile Constraints. J. Statist. Comput. Simulation 67, 189-201.zh_TW
dc.relation.reference (參考文獻) 8. Van Dorp, J. R. and Mazzuchi, T. A. (2003a). A General Bayes Weibull Inference Model for Accelerated Life Testing. The George Washington University, Washington D. C., USA.zh_TW
dc.relation.reference (參考文獻) 9. Van Dorp, J. R. and Mazzuchi, T. A. (2003b). Parameters Specification of the Beta Distribution and its Dirichlet Extensions Utilizing Quantiles. Beta Distributions and Its Applications, 29(1), 1-37.zh_TW
dc.relation.reference (參考文獻) 10. Van Dorp, J. R. and Mazzuchi, T. A. (2004). A General Bayes Exponential Inference Model for Accelerated Life Testing. Journal of Statistical Planning and Inference, 119, 55-74.zh_TW
dc.relation.reference (參考文獻) 11. Wilks, S. S. (1962). Mathematical Statistics. Wiley and Sons, New York.zh_TW