Advances in Degradation Modeling (eBook)

Applications to Reliability, Survival Analysis, and Finance

M.S. Nikulin, Nikolaos Limnios, N. Balakrishnan, Waltraud Kahle, Catherine Huber-Carol (Herausgeber)

eBook Download: PDF

2010 | 2010
XXXVIII, 416 Seiten
Birkhäuser Boston (Verlag)
978-0-8176-4924-1 (ISBN)

Infos

This volume is a collection of invited chapters covering recent advances in accelerated life testing and degradation models. The book covers a wide range of applications to areas such as reliability, quality control, the health sciences, economics and finance. It is an excellent reference for researchers and practitioners in applied probability and statistics, industrial statistics, the health sciences, quality control, economics, and finance.

---

William Q. Meeker has made pioneering and phenomenal contributions to the general areaofreliabilityand,inparticular,tothetopicsofdegradationandacceleratedtesting. Hisresearchpublicationsandthenumerouscitationshehasreceivedoverthepastthree decades provide an ample testimony to this fact. Statistical methods have become critical in analyzing reliability and survival data. Highly reliable products have necessitated the development of accelerated testing and degradation models and their analyses. This volume has been put together in order to (i) review some of the recent advances on accelerated testing and degradation, (ii) highlight some new results and discuss their applications, and (iii) suggest possible directions for future research in these topics. With these speci?c goals in mind, many authors were invited to write a chapter for this volume. These authors are not only experts in lifetime data analysis, but also form a representative group from former students, colleagues, and other close professional associates of William Meeker. All contributions have been peer reviewed and organized into 26 chapters. For the convenience of readers, the volume has been divided into the following six parts: * Review, Tutorials, and Perspective * Shock Models * Degradation Models * Reliability Estimation and ALT * Survival Function Estimation * Competing Risk and Chaotic Systems Itneedstobeemphasizedherethatthisvolumeisnotaproceedings,butacarefully anddeliberatelyplannedvolumecomprisingchaptersconsistentwiththeeditorialgoals and purposes mentioned above. Our thanks go to all the authors who have contributed to this volume. Thanks are also due to Mrs. Debbie Iscoe for the excellent typesetting of the entire volume. SpecialthanksgotoMs.ReginaGorenshteynandMr.TomGrasso(Editor,Birkh* auser, Boston) for their interest and support for this project.

Inhalt

Contents 7
Preface 16
William Q. Meeker – Career and Accomplishments 18
List of Contributors 27
List of Tables 31
List of Figures 33
Review, Tutorials, and Perspective 37
1 Trends in the Statistical Assessment of Reliability 38
2 Degradation Processes: An Overview 52
3 Defect Initiation, Growth, and Failure – A General Statistical Model and Data Analyses 61
4 Properties of Lifetime Estimators Based on Warranty Data Consisting only of Failures 72
Shock Models 89
5 Shock Models 90
6 Parametric Shock Models 108
7 Poisson Approximation of Processes with Locally Independent Increments and Semi- Markov Switching – Toward Application in Reliability 136
8 On Some Shock Models of Degradation 148
Degradation Models 156
9 The Wiener Process as a Degradation Model: Modeling and Parameter Estimation 157
10 On the General Degradation Path Model: Review and Simulation 177
11 A Closer Look at Degradation Models: Classical and Bayesian Approaches 186
12 Optimal Prophylaxis Policy Under Non-monotone Degradation 210
13 Deterioration Processes with Increasing Thresholds 224
14 Failure Time Models Based on Degradation Processes 238
15 Degradation and Fuzzy Information 263
16 A New Perspective on Damage Accumulation, Marker Processes, and Weibull’s Distribution 269
Reliability Estimation and ALT 278
17 Reliability Estimation of Mechanical Components Using Accelerated Life Testing Models 279
18 Reliability Estimation from Failure-Degradation Data with Covariates 301
19 Asymptotic Properties of Redundant Systems Reliability Estimators 318
20 An Approach to System Reliability Demonstration Based on Accelerated Test Results on Components 336
Survival Function Estimation 346
21 Robust Versus Nonparametric Approaches and Survival Data Analysis 347
22 Modelling Recurrent Events for Repairable Systems Under Worse Than Old Assumption 362
23 Survival Models for Step-Stress Experiments With Lagged Effects 378
24 Estimation of Density on Censored Data 393
Competing Risk and Chaotic Systems 402
25 Toward a Test for Departure of a Trajectory from a Neighborhood of a Chaotic System 403
26 Probability Plotting with Independent Competing Risks 417
Index 435

Produkt-Details

• Erscheint lt. Verlag: 8.7.2010
• Reihe/Serie: Statistics for Industry and Technology
• Reihe/Serie: Statistics for Industry and Technology
• Zusatzinfo: XXXVIII, 416 p. 98 illus.
• Verlagsort: Boston
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Medizin / Pharmazie ► Allgemeines / Lexika
• Themenwelt: Technik
• Themenwelt: Wirtschaft
• Schlagworte: accelerated testing • bootstrap methods • Data Analysis • degradation analysis • degradation models • Estimator • Excel • inference • model validity • nonparametric inference • point-process approach • statistical model • step-stress testing • Survival Analysis
• ISBN-10: 0-8176-4924-7 / 0817649247
• ISBN-13: 978-0-8176-4924-1 / 9780817649241