講題:Planning Step-Stress Test Plans Based On Censored Data

演講者:周正杰 (淡江大學數學系博士候選人)

時間:2015年6月11日(星期四) 11:10

地點:科學館S433室

Abstract:
We discuss the optimum design of a k-level step-stress accelerated life-testing experiment with two types of censored schemes for some well-known lifetime (eg., weibull and lognormal) distributions. A two-stage algorithm integrating a modified simulated annealing algorithm with a Newton- Raphson method is proposed to compute the maximum likelihood estimates (MLE) of the parameters.
The confidence intervals for the parameters using asymptotic distributions, a likelihood ratio test, and parametric bootstrap resampling methods are derived. A Monte Carlo simulation study is conducted to evaluate the performance of the point and interval estimation of the parameters. Finally, the optimal design of the duration of each step and inspection frequency for the distributions are investigated
under the commonly used variance-optimality criterion for statistical applications.

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