Estimation of reliability with semi-parametric modeling of degradation

Prajamitra Bhuyan and Debasis Sengupta

Computational Statistics & Data Analysis, 2017, vol. 115, issue C, 172-185

Abstract: In many real life scenarios, stress accumulates over time and the system fails as soon as the accumulated stress or degradation equals or exceeds a critical threshold. For some devices, it is possible to obtain measurements of degradation over time, and these measurements may contain useful information about product reliability. In this paper, we propose a semi-parametric random effect (frailty) model for degradation path, and a method of estimating this path as well as the reliability. Consistency of the estimator under general conditions is established. Simulation results show superiority of the performance of the proposed method over a parametric competitor. The method is illustrated through the analysis of a real data set.

Keywords: Accelerated failure time; Crack propagation; Kernel function; Monotonic spline; Random effects; SEMOR; Shape invariant model (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:115:y:2017:i:c:p:172-185

DOI: 10.1016/j.csda.2017.06.008

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