Maximum precision estimation for a step-stress model using two-stage methodologies

Abstract

In this paper, we consider a two-stage sequential estimation procedure to estimate the parameters of a cumulative exposure model under an accelerated testing scenario. In particular, we focus on a step-stress model where the stress level changes after a pre-specified number of failures occur, which is also random. This is termed as a ‘random stress change time’ in the literature. We further aim to estimate these parameters using maximum precision and hence use a certain variance optimality criteria. Our proposed two-stage estimation procedures follow interesting efficiency properties and their applicability is seen through extensive simulation analyses and a pseudo-real data example from reliability studies.