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題名:非線性隨機衰變模型之最適設計
書刊名:中國統計學報
作者:曾勝滄彭健育劉家銘
作者(外文):Tseng, Sheng-tsaingPeng, Chien-yuLiu, Chia-ming
出版日期:2004
卷期:42:2
頁次:頁115-130
主題關鍵詞:高可靠度產品衰變試驗非線性隨機衰變模型最佳衰變試驗終止時間Highly reliable productsNon-linear degradation modelOptimal degradation test
原始連結:連回原系統網址new window
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針對高可靠度產品,如何選用適當的衰變模型 (degmdation model) 來描述產品之衰變路徑,進而才推估產品壽命是工業界十分重要之研究課題。本文採用非線性隨機衰變模型來描述產品衰變路徑,同時在試驗測試成本不超過給定上限之前提下,以產品的的□ (pth percentile) 及 MTTF之估計量的變異數達極小化為目標,來決定衰變試驗所需的最適樣本數 (sample size)、觀測頻率 (observed frequency) 以及終止時間 (termination time)。文中以light emitting diode (LED) 模擬資料為例,說明如何決定最佳衰變試驗及其敏感度分析。
Degradation tests are widely used to assess the lifetime distribution of highly reliable products that are not likely to fail under a traditional life test. To conduct a degradation test, three key variables, observed frequency, sample size and termination time shall be given a special consideration. Tseng & Liao (1998) proposed a method to design a degradation test. Under the constraint that the total experimental cost does not exceed a pre-determined budget, the optimal decision variables are obtained by minimizing the variance of □ (the estimated pth percentile) of the product’s lifetime distribution. The quasi-linear degradation path proposed by Tseng & Liao (1998); however, may lead Var(□) to be extremely large. To overcome this difficulty, motivated from a real light emitting diode (LED) data, we propωe a nonlinear diffusion process to model the degradation path and the corresponding optimal design can be solved successfully. Finally, we proposed use an example to illustrate the difference between these two approaches.
期刊論文
1.Tseng, S. T.、Yu, H. F.(1997)。A Termination Rule for Degradation Experiments。IEEE Transactions on Reliability,46,130-133。  new window
2.Whitmore, G. A.、Yalovsky, M.(1978)。A normalizing logarithmic transformation for inverse Gaussian random variables。Technometrics,20,207-208。  new window
3.Yu, H. F.、Tseng, S. T.(1998)。Designing a degradation experiment。Naval Research Logistics,46,689-706。  new window
4.趙民德(19990900)。Degradation Analysis and Related Topics: Some Thoughts and a Review。Proceedings of the National Science Council. Part A, Physical Science and Engineering,23(5),555-566。  new window
5.Di Nardo, E.、Nobile, A. G.、Pirozzi, E.、Ricciardi, L. M.(2001)。A Computational Approach to First-Passage-Time Problems for Gauss-Markov Processes。Advances in Applied Probability,33,453-482。  new window
6.Tseng, S. T.、Liao, C. M.(1998)。Optimal Design for A Degradation Test。International Journal of Operations and Quantitative,4(3),293-301。  new window
7.Boulanger, M.、Escobar, L. A.(1994)。Experimental Design for A Class of Accelerated Degradation Tests。Tehnometrics,36,260-272。  new window
圖書
1.Tseng, S. T.、Peng, C. Y.(2004)。A Stochastic Diffusion Model For LED Accelerated Degradation Data。  new window
 
 
 
 
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