A novel pseudo-maximum likelihood estimation method for accelerated degradation tests under Wiener process

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Abstract

For reliability assessment based on accelerated degradation tests (ADTs), an appropriate parameter estimation method is very important because it affects the extrapolation and prediction accuracy. The well-adopted maximum likelihood estimation (MLE) method focuses on interpolation fitting and obtains results via maximizing the likelihood of the observations. However, a best interpolation fitting does not necessarily yield a best extrapolation. In this paper, therefore, a pseudo-MLE (P-MLE) method is proposed to improve the prediction accuracy of constant-stress ADTs by considering the degradation mechanism equivalence under Wiener process. In particular, the degradation mechanism equivalence is characterized by a mechanism equivalence factor which presents the proportional relationship between degradation rate and variation. Then, the mechanism equivalence factor is determined via a two-step method. The other model parameters can be estimated by the general MLE method. The asymptotic variances of acceleration factors and the p-quantile of product failure time under normal condition are adopted to compare the statistical properties of the proposed method and the general MLE approach. Numerical examples show that the novel P-MLE method may not achieve a maximum likelihood but can provide more benefits regarding prediction accuracy enhancement especially when the sample size is limited.

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Wang, H., Zhao, Y., Ma, X., & Wang, Z. (2019). A novel pseudo-maximum likelihood estimation method for accelerated degradation tests under Wiener process. Quality and Reliability Engineering International, 35(1), 304–317. https://doi.org/10.1002/qre.2400

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