
Accelerated Life Testing of One-shot Devices
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Provides authoritative guidance on statistical analysis techniques and inferential methods for one-shot device life-testing
Estimating the reliability of one-shot devices-electro-expolsive devices, fire extinguishers, automobile airbags, and other units that perform their function only once-poses unique analytical challenges to conventional approaches. Due to how one-shot devices are censored, their precise failure times cannot be obtained from testing. The condition of a one-shot device can only be recorded at a specific inspection time, resulting in a lack of lifetime data collected in life-tests.
Accelerated Life Testing of One-shot Devices: Data Collection and Analysis addresses the fundamental issues of statistical modeling based on data collected from accelerated life-tests of one-shot devices. The authors provide inferential methods and procedures for planning accelerated life-tests, and describe advanced statistical techniques to help reliability practitioners overcome estimation problems in the real world. Topics covered include likelihood inference, competing-risks models, one-shot devices with dependent components, model selection, and more. Enabling readers to apply the techniques to their own lifetime data and arrive at the most accurate inference possible, this practical resource:
- Provides expert guidance on comprehensive data analysis of one-shot devices under accelerated life-tests
- Discusses how to design experiments for data collection from efficient accelerated life-tests while conforming to budget constraints
- Helps readers develops optimal designs for constant-stress and step-stress accelerated life-tests, mainstream life-tests commonly used in reliability practice
- Includes R code in each chapter for readers to use in their own analyses of one-shot device testing data
- Features numerous case studies and practical examples throughout
- Highlights important issues, problems, and future research directions in reliability theory and practice
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Persons
NARAYANASWAMY BALAKRISHNAN, PhD, is Distinguished University Professor, Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada.
MAN HO LING, PhD, is Associate Professor, Department of Mathematics and Information Technology, The Education University of Hong Kong, Hong Kong SAR, China.
HON YIU SO is Post-Doctoral Fellow, University of Waterloo, Waterloo, Ontario, Canada.
Content
Preface xi
About the Companion Website xiii
1 One-Shot Device Testing Data 1
1.1 Brief Overview 1
1.2 One-Shot Devices 1
1.3 Accelerated Life-Tests 3
1.4 Examples in Reliability and Survival Studies 4
1.4.1 Electro-Explosive Devices Data 4
1.4.2 Glass Capacitors Data 5
1.4.3 Solder Joints Data 5
1.4.4 Grease-Based Magnetorheological Fluids Data 6
1.4.5 Mice Tumor Toxicological Data 7
1.4.6 ED01 Experiment Data 7
1.4.7 Serial Sacrifice Data 7
1.5 Recent Developments in One-Shot Device Testing Analysis 10
2 Likelihood Inference 13
2.1 Brief Overview 13
2.2 Under CSALTs and Different Lifetime Distributions 13
2.3 EM-Algorithm 14
2.3.1 Exponential Distribution 16
2.3.2 Gamma Distribution 18
2.3.3 Weibull Distribution 21
2.4 Interval Estimation 26
2.4.1 Asymptotic Confidence Intervals 26
2.4.2 Approximate Confidence Intervals 28
2.5 Simulation Studies 30
2.6 Case Studies with R Codes 41
3 Bayesian Inference 47
3.1 Brief Overview 47
3.2 Bayesian Framework 47
3.3 Choice of Priors 49
3.3.1 Laplace Prior 49
3.3.2 Normal Prior 49
3.3.3 Beta Prior 50
3.4 Simulation Studies 51
3.5 Case Study with R Codes 59
4 Model Mis-Specification Analysis and Model Selection 65
4.1 Brief Overview 65
4.2 Model Mis-Specification Analysis 65
4.3 Model Selection 66
4.3.1 Akaike Information Criterion 66
4.3.2 Bayesian Information Criterion 67
4.3.3 Distance-Based Test Statistic 68
4.3.4 Parametric Bootstrap Procedure for Testing Goodness-of-Fit 70
4.4 Simulation Studies 70
4.5 Case Study with R Codes 76
5 Robust Inference 79
5.1 Brief Overview 79
5.2 Weighted Minimum Density Power Divergence Estimators 79
5.3 Asymptotic Distributions 81
5.4 RobustWald-type Tests 82
5.5 Influence Function 83
5.6 Simulation Studies 85
5.7 Case Study with R Codes 91
6 Semi-Parametric Models and Inference 95
6.1 Brief Overview 95
6.2 Proportional Hazards Models 95
6.3 Likelihood Inference 97
6.4 Test of Proportional Hazard Rates 99
6.5 Simulation Studies 100
6.6 Case Studies with R Codes 102
7 Optimal Design of Tests 105
7.1 Brief Overview 105
7.2 Optimal Design of CSALTs 105
7.3 Optimal Design with Budget Constraints 106
7.3.1 Subject to Specified Budget and Termination Time 107
7.3.2 Subject to Standard Deviation and Termination Time 107
7.4 Case Studies with R Codes 108
7.5 Sensitivity of Optimal Designs 113
8 Design of Simple Step-Stress Accelerated Life-Tests 119
8.1 Brief Overview 119
8.2 One-Shot Device Testing Data Under Simple SSALTs 119
8.3 Asymptotic Variance 121
8.3.1 Exponential Distribution 121
8.3.2 Weibull Distribution 122
8.3.3 With a Known Shape Parameter ¿¿¿¿2 124
8.3.4 With a Known Parameter About Stress Level ¿¿¿¿1 125
8.4 Optimal Design of Simple SSALT 126
8.5 Case Studies with R Codes 128
8.5.1 SSALT for Exponential Distribution 128
8.5.2 SSALT forWeibull Distribution 131
9 Competing-Risks Models 141
9.1 Brief Overview 141
9.2 One-Shot Device Testing Data with Competing Risks 141
9.3 Likelihood Estimation for Exponential Distribution 143
9.3.1 Without Masked Failure Modes 144
9.3.2 With Masked Failure Modes 147
9.4 Likelihood Estimation forWeibull Distribution 149
9.5 Bayesian Estimation 155
9.5.1 Without Masked Failure Modes 155
9.5.2 Laplace Prior 156
9.5.3 Normal Prior 157
9.5.4 Dirichlet Prior 157
9.5.5 With Masked Failure Modes 158
9.6 Simulation Studies 159
9.7 Case Study with R Codes 165
10 One-Shot Devices with Dependent Components 173
10.1 Brief Overview 173
10.2 Test Data with Dependent Components 173
10.3 Copula Models 174
10.3.1 Family of Archimedean Copulas 175
10.3.2 Gumbel-Hougaard Copula 176
10.3.3 Frank Copula 177
10.4 Estimation of Dependence 180
10.5 Simulation Studies 181
10.6 Case Study with R Codes 184
11 Conclusions and Future Directions 187
11.1 Brief Overview 187
11.2 Concluding Remarks 187
11.2.1 Large Sample Sizes for Flexible Models 187
11.2.2 Accurate Estimation 188
11.2.3 Good Designs Before Data Analysis 188
11.3 Future Directions 189
11.3.1 Weibull Lifetime Distribution with Threshold Parameter 189
11.3.2 Frailty Models 189
11.3.3 Optimal Design of SSALTs with Multiple Stress Levels 189
11.3.4 Comparison of CSALTs and SSALTs 190
Appendix A Derivation of Hi (a, b) 191
Appendix B Observed Information Matrix 193
Appendix C Non-Identifiable Parameters for SSALTs Under Weibull Distribution 197
Appendix D Optimal Design Under Weibull Distributions with Fixed ¿¿¿¿1 199
Appendix E Conditional Expectations for Competing Risks Model Under Exponential Distribution 201
Appendix F Kendall's Tau for Frank Copula 205
Bibliography 207
Author Index 217
Subject Index 221
1
One-Shot Device Testing Data
1.1 Brief Overview
One-shot device testing data analyses have recently received great attention in reliability studies. The aim of this chapter is to provide an overview on one-shot device testing data collected from accelerated life-tests (ALTs). Section 1.2 surveys typical examples of one-shot devices and associated tests in practical situations. Section 1.3 describes several popular ALTs, while Section 1.4 provides some examples of one-shot device testing data that are typically encountered in reliability and survival studies. Finally, Section 1.5 details some recent developments on one-shot device testing data analyses and associated issues of interest.
1.2 One-Shot Devices
Valis et al. (2008) defined one-shot devices as units that are accompanied by an irreversible chemical reaction or physical destruction and could no longer function properly after its use. Many military weapons are examples of one-shot devices. For instance, the mission of an automatic weapon gets completed successfully only if it could fire all the rounds placed in a magazine or in ammunition feed belt without any external intervention. Such devices will usually get destroyed during usual operating conditions and can therefore perform their intended function only once.
Shaked and Singpurwalla (1990) discussed the submarine pressure hull damage problem from a Bayesian perspective and assessed the effect of various strengths of underwater shock waves caused by either a nuclear device or a chemical device on the probability of damage to a submarine pressure hull. A record is made of whether a copy of a diminutive model of a submarine pressure hull is damaged or not, and a specific strength of the shock wave on the model. Fan et al. (2009) considered electro-explosive devices in military applications, which induct a current to excite inner powder and make them explode. Naturally, we cannot adjudge the functioning condition of the electro-explosive device from its exterior, but can only observe it by detonating it directly. After a successful detonation, the device cannot be used anymore; if the detonation becomes a failure, we will also not know when exactly it failed. Nelson (2003) described a study of crack initiation for turbine wheels. Each of the 432 wheels was inspected once to determine whether it had started to crack or not. Newby (2008) provided some other examples of one-shot devices, such as fire extinguishers or munitions. A full test would require the use of the considered devices and, therefore, their subsequent destruction. The test carried out would show whether a device is still in a satisfactory state, or has failed by that inspection time.
One-shot device testing data also arise in destructive inspection procedures, wherein each device is allowed for only a single inspection because the test itself results in its destruction. Morris (1987) presented a study of 52 Li/SO storage batteries under destructive discharge. Each battery was tested at one of three inspection times and then classified as acceptable or unacceptable according to a critical capacity value.
Ideally, reliability data would contain actual failure times of all devices placed on test (assuming, of course, the experimenter could wait until all devices fail), so that the observed failure times can reveal the failure pattern over time, and we could then estimate the reliability of the device reasonably. But, in practice, many life-tests would get terminated before all the units fail. Such an early stoppage of the life-test by the experimenter may be due to cost or time constraints or both. This would result in what is called as "right-censored data" because the exact failure times of the unfailed devices are unknown, but all we know is that the failure times of those devices are larger than the termination time. Considerable literature exists on statistical inference for reliability data under right-censoring; for example one may refer to the books by Cohen (1991), Balakrishnan and Cohen (1991), and Nelson (2003).
Moreover, when nondestructive and periodic inspections are carried on devices, their exact failure times will not be observed, but the intervals wherein the failures occurred will only be available. If a failure is observed by the first inspection, then it is known that the failure time of the device is less than the first inspection time, resulting in "left-censoring." Similarly, if a failure is observed between two consecutive inspection times, then it is known that the failure time is between these two corresponding inspection times, resulting in "interval-censoring." Finally, the failure times of all surviving units at the final inspection time are right-censored as their exact failure times will not be observed. Exact failure times can only be observed from a life-testing experiment with continuous surveillance. The periodic inspection process with nondestructive evaluation would actually provide a reasonable approximation to failure times of devices under test, especially when the inspection time intervals are short, even though the precision of inference will be less in this case.
It is useful to note that in all the preceding examples of one-shot devices, we will not observe the actual lifetimes of the devices. Instead, we would only observe either a success or a failure at the inspection times, and so only the corresponding binary data would be observed, consequently resulting in less precise inference. In this manner, one-shot device testing data differ from typical data obtained by measuring lifetimes in standard life-tests and, therefore, poses a unique challenge in the development of reliability analysis, due to the lack of lifetime information being collected from reliability experiments on such one-shot devices. If successful tests occur, it implies that the lifetimes are beyond the inspection times, leading to right-censoring. On the other hand, the lifetimes are before the inspection times, leading to left-censoring, if tests result in failures. Consequently, all lifetimes are either left- or right-censored. In such a setting of the lifetime data, Hwang and Ke (1993) developed an iterative procedure to improve the precision of the maximum likelihood estimates for the three-parameter Weibull distribution and to evaluate the storage life and reliability of one-shot devices. Some more examples of one-shot devices in the literature include missiles, rockets, and vehicle airbags; see, for example, Bain and Engelhardt (1991), Guo et al. (2010), and Yun et al. (2014).
1.3 Accelerated Life-Tests
As one-shot devices (such as ammunition or automobile airbags) are usually kept for a long time in storage and required to perform its function only once, the reliability required from such devices during their normal operating conditions would naturally be high. So, it would be highly unlikely to observe many failures on tests under normal operating conditions within a short period of time. This renders the estimation of reliability of devices to be a challenging problem from a statistical point of view. In this regard, ALTs could be utilized to mitigate this problem. In ALTs, devices are subject to higher-than-normal stress levels to induce early failures. In this process, more failures could likely be obtained within a limited test time. As the primary goal of the analysis is to estimate the reliability of devices under normal operating conditions, ALT models would then typically extrapolate (from the data obtained at elevated stress levels) to estimate the reliability under normal operating conditions. ALTs are known to be efficient in capturing valuable lifetime information, especially when there is a need to shorten the life-testing experiment. For this reason, ALTs have become popular and are commonly adopted in many reliability experiments in practice. One may refer to the detailed reviews presented by Nelson (1980), Cramer and Kamps (2001), Pham (2006), and Meeker and Escobar (2014), and the excellent booklength account provided by Nelson (2009).
Constant-stress accelerated life-tests (CSALTs) and step-stress accelerated life-tests (SSALTs) are two popular ALT plans that have received great attention in the literature. Under a CSALT, each device gets tested at only one prespecified stress level. To mention a few recent works, for example, Wang et al. (2014) considered CSALTs with progressively Type-II right censored samples under Weibull lifetime distribution; for pertinent details on progressive censoring, see Balakrishnan (2007) and Balakrishnan and Cramer (2014). Wang (2017) discussed CSALTs with progressive Type-II censoring under a lower truncated distribution. Lin et al. (2019) studied CSALTs terminated by a hybrid Type-I censoring scheme under general log-location-scale lifetime distributions. SSALTs are an alternative to apply stress to devices in a way that stress levels will increase at prespecified times step-by-step. For SSALTs, there are three fundamental models for the effect of increased stress levels on the lifetime distribution...
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