梁文娟, 王小飞, 周宗好. 具有测量误差的Wiener退化模型的可靠性研究[J]. 应用概率统计, 2023, 39(6): 832-848. DOI: 10.3969/j.issn.1001-4268.2023.06.004
引用本文: 梁文娟, 王小飞, 周宗好. 具有测量误差的Wiener退化模型的可靠性研究[J]. 应用概率统计, 2023, 39(6): 832-848. DOI: 10.3969/j.issn.1001-4268.2023.06.004
LIANG Wenjuan, WANG Xiaofei, ZHOU Zonghao. Reliability Inference for the Wiener Degeneration Model with Measurement Errors[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(6): 832-848. DOI: 10.3969/j.issn.1001-4268.2023.06.004
Citation: LIANG Wenjuan, WANG Xiaofei, ZHOU Zonghao. Reliability Inference for the Wiener Degeneration Model with Measurement Errors[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(6): 832-848. DOI: 10.3969/j.issn.1001-4268.2023.06.004

具有测量误差的Wiener退化模型的可靠性研究

Reliability Inference for the Wiener Degeneration Model with Measurement Errors

  • 摘要: 本文研究了具有测量误差的Wiener退化模型的基于退化数据的可靠性推断问题.给出了一个检验统计量来检验总体之间是否存在测量误差.给出了扩散参数的精确置信区间,其他模型参数与感兴趣可靠性指标的广义置信区间.得到了预测未来退化量的预测置信区间的构造方法.蒙特卡罗模拟说明了文中给的方法具有良好的性能.最后通过两个实际例子对文中的方法进行了说明.

     

    Abstract: This paper mainly studies the accurate reliability inference of Wiener process with measurement errors. A test statistic is proposed to judge whether there is measurement error among the population. By constructing some pivotal quantities, the exact confidence intervals of diffusion parameters, the generalized confidence intervals of other model parameters, and the quantiles of life and reliability function are given. Furthermore, the generalized prediction interval of future degradation level is derived. In order to evaluate the performance of the proposed inference method, some simulation results are studied. Finally, two examples are given to illustrate the applicability of the proposed procedure.

     

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