Statistica Sinica 9(1999), 855-877
RELIABILITY ANALYSIS USING THE LEAST SQUARES
METHOD IN NONLINEAR MIXED-EFFECT
DEGRADATION MODELS
Shuo-Jye Wu and Jun Shao
Tamkang University and University of Wisconsin-Madison
Abstract:
We develop statistical inference procedures in assessing product
reliability based on a nonlinear mixed-effect degradation model and
the least squares method. With today's high technology, some life
tests result in no or very few failures by the end of test. Thus, it
is hard to use the traditional reliability analysis to analyze lifetime
data. Since product performance degrades over time, we analyze the
degradation data and use the analytical results to estimate percentiles
of the failure time distribution. The nonlinear mixed-effect
degradation model provides us a way to build the relationship between
degradation measurements and time. We establish asymptotic properties
of the ordinary and weighted least squares estimators under the
nonlinear mixed-effect model. We use these asymptotic results to obtain
point estimates and approximate confidence intervals for percentiles of
the failure time distribution. Two real data sets are analyzed.
Performances of the proposed method are studied by simulation.
Key
words and phrases:
Asymptotic covariance matrix,
asymptotic normality, consistency, failure time distribution, percentile.