Abstract

AbstractOn the basis of the principle of degradation mechanism invariance, a Wiener degradation process with random drift parameter is used to model the data collected from the constant stress accelerated degradation test. Small‐sample statistical inference method for this model is proposed. On the basis of Fisher's method, a test statistic is proposed to test if there is unit‐to‐unit variability in the population. For reliability inference, the quantities of interest are the quantile function, the reliability function, and the mean time to failure at the designed stress level. Because it is challenging to obtain exact confidence intervals (CIs) for these quantities, a regression type of model is used to construct pivotal quantities, and we develop generalized confidence intervals (GCIs) procedure for those quantities of interest. Generalized prediction interval for future degradation value at designed stress level is also discussed. A Monte Carlo simulation study is used to demonstrate the benefits of our procedures. Through simulation comparison, it is found that the coverage proportions of the proposed GCIs are better than that of the Wald CIs and GCIs have good properties even when there are only a small number of test samples available. Finally, a real example is used to illustrate the developed procedures.

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