Bayesian Analysis of Step-Stress Accelerated Life Test with Exponential Distribution
Article first published online: 1 SEP 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Quality and Reliability Engineering International
Volume 28, Issue 3, pages 353–361, April 2012
How to Cite
Lee, J. and Pan, R. (2012), Bayesian Analysis of Step-Stress Accelerated Life Test with Exponential Distribution. Qual. Reliab. Engng. Int., 28: 353–361. doi: 10.1002/qre.1251
- Issue published online: 19 MAR 2012
- Article first published online: 1 SEP 2011
- Manuscript Accepted: 17 JUN 2011
- Manuscript Received: 13 JUN 2011
- National Science Foundation. Grant Number: CMMI-0654417
- accelerated life testing;
- conjugate prior;
- type II censoring;
In this article, we propose a general Bayesian inference approach to the step-stress accelerated life test with type II censoring. We assume that the failure times at each stress level are exponentially distributed and the test units are tested in an increasing order of stress levels. We formulate the prior distribution of the parameters of life-stress function and integrate the engineering knowledge of product failure rate and acceleration factor into the prior. The posterior distribution and the point estimates for the parameters of interest are provided. Through the Markov chain Monte Carlo technique, we demonstrate a nonconjugate prior case using an industrial example. It is shown that with the Bayesian approach, the statistical precision of parameter estimation is improved and, consequently, the required number of failures could be reduced. Copyright © 2011 John Wiley & Sons, Ltd.