A Bayesian optimal design for degradation tests based on the inverse Gaussian process

Abstract

The inverse Gaussian process is recently introduced as an attractive and flexible stochastic process for degradation modeling. This process has been demonstrated as a valuable complement for models that are developed on the basis of the Wiener and gamma processes. We investigate the optimal design of the degradation tests on the basis of the inverse Gaussian process. In addition to an optimal design with pre-estimated planning values of model parameters, we also address the issue of uncertainty in the planning values by using the Bayesian method. An average pre-posterior variance of reliability is used as the optimization criterion. A trade-off between sample size and number of degradation observations is investigated in the degradation test planning. The effects of priors on the optimal designs and on the value of prior information are also investigated and quantified. The degradation test planning of a GaAs Laser device is performed to demonstrate the proposed method.