Nikulin / Limnios / Balakrishnan Advances in Degradation Modeling

Applications to Reliability, Survival Analysis, and Finance
1. Auflage 2010
ISBN: 978-0-8176-4924-1
Verlag: Birkhäuser Basel
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 416 Seiten

William Q. Meeker has made pioneering and phenomenal contributions to the general areaofreliabilityand,inparticular,tothetopicsofdegradationandacceleratedtesting. Hisresearchpublicationsandthenumerouscitationshehasreceivedoverthepastthree decades provide an ample testimony to this fact. Statistical methods have become critical in analyzing reliability and survival data. Highly reliable products have necessitated the development of accelerated testing and degradation models and their analyses. This volume has been put together in order to (i) review some of the recent advances on accelerated testing and degradation, (ii) highlight some new results and discuss their applications, and (iii) suggest possible directions for future research in these topics. With these speci?c goals in mind, many authors were invited to write a chapter for this volume. These authors are not only experts in lifetime data analysis, but also form a representative group from former students, colleagues, and other close professional associates of William Meeker. All contributions have been peer reviewed and organized into 26 chapters. For the convenience of readers, the volume has been divided into the following six parts: • Review, Tutorials, and Perspective • Shock Models • Degradation Models • Reliability Estimation and ALT • Survival Function Estimation • Competing Risk and Chaotic Systems Itneedstobeemphasizedherethatthisvolumeisnotaproceedings,butacarefully anddeliberatelyplannedvolumecomprisingchaptersconsistentwiththeeditorialgoals and purposes mentioned above. Our thanks go to all the authors who have contributed to this volume. Thanks are also due to Mrs. Debbie Iscoe for the excellent typesetting of the entire volume.SpecialthanksgotoMs.ReginaGorenshteynandMr.TomGrasso(Editor,Birkh¨ auser, Boston) for their interest and support for this project.

Autoren/Hrsg.

Nikulin, M.S.

Limnios, Nikolaos

Balakrishnan, N.

Kahle, Waltraud

Huber-Carol, Catherine

Inhaltsverzeichnis

1;Contents;7
2;Preface;16
3;William Q. Meeker – Career and Accomplishments;18
4;List of Contributors;27
5;List of Tables;31
6;List of Figures;33
7;Review, Tutorials, and Perspective;37
7.1;1 Trends in the Statistical Assessment of Reliability;38
7.2;2 Degradation Processes: An Overview;52
7.3;3 Defect Initiation, Growth, and Failure – A General Statistical Model and Data Analyses;61
7.4;4 Properties of Lifetime Estimators Based on Warranty Data Consisting only of Failures;72
8;Shock Models;89
8.1;5 Shock Models;90
8.2;6 Parametric Shock Models;108
8.3;7 Poisson Approximation of Processes with Locally Independent Increments and Semi- Markov Switching – Toward Application in Reliability;136
8.4;8 On Some Shock Models of Degradation;148
9;Degradation Models;156
9.1;9 The Wiener Process as a Degradation Model: Modeling and Parameter Estimation;157
9.2;10 On the General Degradation Path Model: Review and Simulation;177
9.3;11 A Closer Look at Degradation Models: Classical and Bayesian Approaches;186
9.4;12 Optimal Prophylaxis Policy Under Non-monotone Degradation;210
9.5;13 Deterioration Processes with Increasing Thresholds;224
9.6;14 Failure Time Models Based on Degradation Processes;238
9.7;15 Degradation and Fuzzy Information;263
9.8;16 A New Perspective on Damage Accumulation, Marker Processes, and Weibull’s Distribution;269
10;Reliability Estimation and ALT;278
10.1;17 Reliability Estimation of Mechanical Components Using Accelerated Life Testing Models;279
10.2;18 Reliability Estimation from Failure-Degradation Data with Covariates;301
10.3;19 Asymptotic Properties of Redundant Systems Reliability Estimators;318
10.4;20 An Approach to System Reliability Demonstration Based on Accelerated Test Results on Components;336
11;Survival Function Estimation;346
11.1;21 Robust Versus Nonparametric Approaches and Survival Data Analysis;347
11.2;22 Modelling Recurrent Events for Repairable Systems Under Worse Than Old Assumption;362
11.3;23 Survival Models for Step-Stress Experiments With Lagged Effects;378
11.4;24 Estimation of Density on Censored Data;393
12;Competing Risk and Chaotic Systems;402
12.1;25 Toward a Test for Departure of a Trajectory from a Neighborhood of a Chaotic System;403
12.2;26 Probability Plotting with Independent Competing Risks;417
13;Index;435