Skip to main content
Erschienen in: Structural and Multidisciplinary Optimization 1/2020

23.01.2020 | Research Paper

Lifetime distribution selection for complete and censored multi-level testing data and its influence on probability of failure estimates

verfasst von: Jingjing He, Jie Chen, Xuefei Guan

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 1/2020

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

A general method of lifetime distribution selection for multi-level complete and censored testing data is developed. To alleviate the scarcity of test samples at each individual stress levels, a mathematical model is incorporated to correlate the lifetimes and stresses allowing for utilizing the multi-level lifetime data as a whole. Probabilistic modeling of the model prediction error is made and the equivalence between the lifetime distribution and the error distribution is shown. Based on the error modeling and likelihood functions, a Bayesian framework for lifetime distribution selection is proposed. It is shown that the classical information criterion is a local measure and the Bayes factor is a global measure over the likelihood space. A two-step assessment procedure integrating the goodness-of-fit and asymptotic Bayes factors is given. The proposed method is demonstrated using three engineering examples. Comparisons between the proposed method and the conventional methods such as ratio test and the difference of information criteria are made. The influence of the distribution selection on the subsequent probability of failure estimates is discussed.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
Zurück zum Zitat Adnan MAS, Roy S (2017) A sequential discrimination procedure for two almost identically shaped wrapped distributions. J Appl Stat 44(5):872–881MathSciNet Adnan MAS, Roy S (2017) A sequential discrimination procedure for two almost identically shaped wrapped distributions. J Appl Stat 44(5):872–881MathSciNet
Zurück zum Zitat Akaike H (1974) A new look at the statistical model identification. IEEE Trans Autom control 19(6):716–723MathSciNetMATH Akaike H (1974) A new look at the statistical model identification. IEEE Trans Autom control 19(6):716–723MathSciNetMATH
Zurück zum Zitat Anderson TW, Darling DA, et al. (1952) Asymptotic theory of certain goodness of fit criteria based on stochastic processes. Ann Math Stat 23(2):193–212MathSciNetMATH Anderson TW, Darling DA, et al. (1952) Asymptotic theory of certain goodness of fit criteria based on stochastic processes. Ann Math Stat 23(2):193–212MathSciNetMATH
Zurück zum Zitat Ayyub BM, McCuen RH (2016) Probability, statistics, and reliability for engineers and scientists. CRC Press, Boca RatonMATH Ayyub BM, McCuen RH (2016) Probability, statistics, and reliability for engineers and scientists. CRC Press, Boca RatonMATH
Zurück zum Zitat Ba I, Ashkar F (2017) Discrimination between a group of three-parameter distributions for hydro-meteorological frequency modeling. Can J Civ Eng 45(5):351–365 Ba I, Ashkar F (2017) Discrimination between a group of three-parameter distributions for hydro-meteorological frequency modeling. Can J Civ Eng 45(5):351–365
Zurück zum Zitat Bain LJ, Engelhardt M (1980) Probability of correct selection of weibull versus gamma based on likelihood ratio. Commun Stat - Theory Methods 9(4):375–381MATH Bain LJ, Engelhardt M (1980) Probability of correct selection of weibull versus gamma based on likelihood ratio. Commun Stat - Theory Methods 9(4):375–381MATH
Zurück zum Zitat Balakrishnan N, Cohen AC (2014) Order statistics & inference: estimation methods. Elsevier, AmsterdamMATH Balakrishnan N, Cohen AC (2014) Order statistics & inference: estimation methods. Elsevier, AmsterdamMATH
Zurück zum Zitat Balakrishnan N, Ng H, Kannan N (2004) Goodness-of-fit tests based on spacings for progressively Type-II censored data from a general location-scale distribution. IEEE Trans Reliab 53(3):349–356 Balakrishnan N, Ng H, Kannan N (2004) Goodness-of-fit tests based on spacings for progressively Type-II censored data from a general location-scale distribution. IEEE Trans Reliab 53(3):349–356
Zurück zum Zitat Burnham KP, Anderson DR (2003) Model selection and multimodel inference: a practical information-theoretic approach. Springer, BerlinMATH Burnham KP, Anderson DR (2003) Model selection and multimodel inference: a practical information-theoretic approach. Springer, BerlinMATH
Zurück zum Zitat Chen P, Xu A, Ye ZS (2016) Generalized fiducial inference for accelerated life tests with Weibull distribution and progressively Type-II censoring. IEEE Trans Reliab 65(4):1737–1744 Chen P, Xu A, Ye ZS (2016) Generalized fiducial inference for accelerated life tests with Weibull distribution and progressively Type-II censoring. IEEE Trans Reliab 65(4):1737–1744
Zurück zum Zitat Chick SE (2001) Input distribution selection for simulation experiments: accounting for input uncertainty. Oper Res 49(5):744–758MathSciNet Chick SE (2001) Input distribution selection for simulation experiments: accounting for input uncertainty. Oper Res 49(5):744–758MathSciNet
Zurück zum Zitat Coin D (2017) A goodness-of-fit test for generalized error distribution. Commun Stat - Theory Methods 46 (23):11485–11499MathSciNetMATH Coin D (2017) A goodness-of-fit test for generalized error distribution. Commun Stat - Theory Methods 46 (23):11485–11499MathSciNetMATH
Zurück zum Zitat D’Agostino RB (1986) Goodness-of-fit-techniques, vol 68. CRC Press, Boca Raton D’Agostino RB (1986) Goodness-of-fit-techniques, vol 68. CRC Press, Boca Raton
Zurück zum Zitat Dey AK, Kundu D (2009) Discriminating among the log-normal, Weibull, and generalized exponential distributions. IEEE Trans Reliability 58(3):416–424 Dey AK, Kundu D (2009) Discriminating among the log-normal, Weibull, and generalized exponential distributions. IEEE Trans Reliability 58(3):416–424
Zurück zum Zitat Dick E (2004) Beyond ‘lognormal versus gamma’: discrimination among error distributions for generalized linear models. Fish Res 70(2-3):351–366 Dick E (2004) Beyond ‘lognormal versus gamma’: discrimination among error distributions for generalized linear models. Fish Res 70(2-3):351–366
Zurück zum Zitat Dumonceaux R, Antle CE (1973) Discrimination between the log-normal and the Weibull distributions. Technometrics 15(4):923–926MATH Dumonceaux R, Antle CE (1973) Discrimination between the log-normal and the Weibull distributions. Technometrics 15(4):923–926MATH
Zurück zum Zitat El Adlouni S, Hammami D, Bobée B (2015) Discrimination test between the Halphen (a and b) and the gamma distributions. Stochastic Environmental Research and Risk Assessment 29(1):13–26 El Adlouni S, Hammami D, Bobée B (2015) Discrimination test between the Halphen (a and b) and the gamma distributions. Stochastic Environmental Research and Risk Assessment 29(1):13–26
Zurück zum Zitat Fearn D, Nebenzahl E (1991) On the maximum likelihood ratio method of deciding between the Weibull and gamma distributions. Commun Stat - Theory Methods 20(2):579–593MathSciNetMATH Fearn D, Nebenzahl E (1991) On the maximum likelihood ratio method of deciding between the Weibull and gamma distributions. Commun Stat - Theory Methods 20(2):579–593MathSciNetMATH
Zurück zum Zitat Guan X, Jha R, Liu Y (2011) Model selection, updating, and averaging for probabilistic fatigue damage prognosis. Struct Saf 33(3):242–249 Guan X, Jha R, Liu Y (2011) Model selection, updating, and averaging for probabilistic fatigue damage prognosis. Struct Saf 33(3):242–249
Zurück zum Zitat Guan X, He J, Jha R, Liu Y (2012) An efficient analytical bayesian method for reliability and system response updating based on laplace and inverse first-order reliability computations. Reliability Engineering & System Safety 97(1):1–13 Guan X, He J, Jha R, Liu Y (2012) An efficient analytical bayesian method for reliability and system response updating based on laplace and inverse first-order reliability computations. Reliability Engineering & System Safety 97(1):1–13
Zurück zum Zitat Guan X, Zhang J, Zhou S, Rasselkorde EM, Abbasi W (2014) Probabilistic modeling and sizing of embedded flaws in ultrasonic non-destructive inspections for fatigue damage prognostics and structural integrity assessment. NDT & E International 61:1–9 Guan X, Zhang J, Zhou S, Rasselkorde EM, Abbasi W (2014) Probabilistic modeling and sizing of embedded flaws in ultrasonic non-destructive inspections for fatigue damage prognostics and structural integrity assessment. NDT & E International 61:1–9
Zurück zum Zitat Gupta RD, Kundu D (2003) Discriminating between Weibull and generalized exponential distributions. Computational Statistics & Data Analysis 43(2):179–196MathSciNetMATH Gupta RD, Kundu D (2003) Discriminating between Weibull and generalized exponential distributions. Computational Statistics & Data Analysis 43(2):179–196MathSciNetMATH
Zurück zum Zitat Hannan E, Quinn B (1979) The determination of the order of an autoregression. Journal of the Royal Statistical Society Series B (Methodological) 41(2):190–195MathSciNetMATH Hannan E, Quinn B (1979) The determination of the order of an autoregression. Journal of the Royal Statistical Society Series B (Methodological) 41(2):190–195MathSciNetMATH
Zurück zum Zitat Hazra NK, Kuiti MR, Finkelstein M, Nanda AK (2018) On stochastic comparisons of minimum order statistics from the location–scale family of distributions. Metrika 81(2):105–123MathSciNetMATH Hazra NK, Kuiti MR, Finkelstein M, Nanda AK (2018) On stochastic comparisons of minimum order statistics from the location–scale family of distributions. Metrika 81(2):105–123MathSciNetMATH
Zurück zum Zitat He J, Guan X (2017) Uncertainty sensitivity analysis for reliability problems with parametric distributions. IEEE Trans Reliab 66(3):712–721 He J, Guan X (2017) Uncertainty sensitivity analysis for reliability problems with parametric distributions. IEEE Trans Reliab 66(3):712–721
Zurück zum Zitat He J, Guan X, Jha R (2016) Improve the accuracy of asymptotic approximation in reliability problems involving multimodal distributions. IEEE Trans Reliab 65(4):1724–1736 He J, Guan X, Jha R (2016) Improve the accuracy of asymptotic approximation in reliability problems involving multimodal distributions. IEEE Trans Reliab 65(4):1724–1736
Zurück zum Zitat Ioannides E, Harris TA (1985) A new fatigue life model for rolling bearings. J Tribol 107(3):367–377 Ioannides E, Harris TA (1985) A new fatigue life model for rolling bearings. J Tribol 107(3):367–377
Zurück zum Zitat Jeffreys H (1998) The theory of probability. Oxford University Press, New YorkMATH Jeffreys H (1998) The theory of probability. Oxford University Press, New YorkMATH
Zurück zum Zitat Kang YJ, Lim OK, Noh Y (2016) Sequential statistical modeling method for distribution type identification. Struct Multidiscip Optim 54(6):1587–1607 Kang YJ, Lim OK, Noh Y (2016) Sequential statistical modeling method for distribution type identification. Struct Multidiscip Optim 54(6):1587–1607
Zurück zum Zitat Kappenman RF (1982) On a method for selecting a distributional model. Commun Stat - Theory Methods 11(6):663–672 Kappenman RF (1982) On a method for selecting a distributional model. Commun Stat - Theory Methods 11(6):663–672
Zurück zum Zitat Karadağ Ö, Aktaş S (2016) Goodness of fit tests for generalized gamma distribution. In: AIP conference proceedings, vol 1738. AIP Publishing, p 480119 Karadağ Ö, Aktaş S (2016) Goodness of fit tests for generalized gamma distribution. In: AIP conference proceedings, vol 1738. AIP Publishing, p 480119
Zurück zum Zitat Kundu D, Manglick A (2004) Discriminating between the Weibull and log-normal distributions. Naval Research Logistics (NRL) 51(6):893–905MathSciNetMATH Kundu D, Manglick A (2004) Discriminating between the Weibull and log-normal distributions. Naval Research Logistics (NRL) 51(6):893–905MathSciNetMATH
Zurück zum Zitat Kundu D, Raqab MZ (2007) Discriminating between the generalized Rayleigh and log-normal distribution. Statistics 41(6):505–515MathSciNetMATH Kundu D, Raqab MZ (2007) Discriminating between the generalized Rayleigh and log-normal distribution. Statistics 41(6):505–515MathSciNetMATH
Zurück zum Zitat Kundu D, Gupta RD, Manglick A (2005) Discriminating between the log-normal and generalized exponential distributions. Journal of Statistical Planning and Inference 127(1-2):213–227MathSciNetMATH Kundu D, Gupta RD, Manglick A (2005) Discriminating between the log-normal and generalized exponential distributions. Journal of Statistical Planning and Inference 127(1-2):213–227MathSciNetMATH
Zurück zum Zitat Lawless JF (2011) Statistical models and methods for lifetime data, vol 362. Wiley, New York Lawless JF (2011) Statistical models and methods for lifetime data, vol 362. Wiley, New York
Zurück zum Zitat Liao H, Elsayed EA (2010) Equivalent accelerated life testing plans for log-location-scale distributions. Naval Research Logistics (NRL) 57(5):472–488MathSciNetMATH Liao H, Elsayed EA (2010) Equivalent accelerated life testing plans for log-location-scale distributions. Naval Research Logistics (NRL) 57(5):472–488MathSciNetMATH
Zurück zum Zitat Lin YJ, Lio Y (2012) Bayesian inference under progressive Type-I interval censoring. J Appl Stat 39 (8):1811–1824MathSciNetMATH Lin YJ, Lio Y (2012) Bayesian inference under progressive Type-I interval censoring. J Appl Stat 39 (8):1811–1824MathSciNetMATH
Zurück zum Zitat Ma H, Meeker WQ (2008) Optimum step-stress accelerated life test plans for log-location-scale distributions. Naval Research Logistics (NRL) 55(6):551–562MathSciNetMATH Ma H, Meeker WQ (2008) Optimum step-stress accelerated life test plans for log-location-scale distributions. Naval Research Logistics (NRL) 55(6):551–562MathSciNetMATH
Zurück zum Zitat Marshall A, Meza JC, Olkin I (2001) Can data recognize its parent distribution? J Comput Graph Stat 10(3):555–580MathSciNet Marshall A, Meza JC, Olkin I (2001) Can data recognize its parent distribution? J Comput Graph Stat 10(3):555–580MathSciNet
Zurück zum Zitat McKane SW, Escobar LA, Meeker WQ (2005) Sample size and number of failure requirements for demonstration tests with log-location-scale distributions and failure censoring. Technometrics 47(2):182–190MathSciNet McKane SW, Escobar LA, Meeker WQ (2005) Sample size and number of failure requirements for demonstration tests with log-location-scale distributions and failure censoring. Technometrics 47(2):182–190MathSciNet
Zurück zum Zitat Miner M (1945) Cumulative damage in fatigue. J Appl Mech 12:A159–A164 Miner M (1945) Cumulative damage in fatigue. J Appl Mech 12:A159–A164
Zurück zum Zitat Morrison F, McCool J, Yonushonis T, Weinberg P (1984) The load-life relationship for m50 steel bearings with silicon nitride ceramic balls. Lubrication Eng 40(3):153–159 Morrison F, McCool J, Yonushonis T, Weinberg P (1984) The load-life relationship for m50 steel bearings with silicon nitride ceramic balls. Lubrication Eng 40(3):153–159
Zurück zum Zitat Nelson WB (2005a) Applied life data analysis, vol 577. Wiley, New York Nelson WB (2005a) Applied life data analysis, vol 577. Wiley, New York
Zurück zum Zitat Nelson WB (2005b) A bibliography of accelerated test plans part ii-references. IEEE Transactions on Reliability 54(3):370–373 Nelson WB (2005b) A bibliography of accelerated test plans part ii-references. IEEE Transactions on Reliability 54(3):370–373
Zurück zum Zitat Nelson WB (2009) Accelerated testing: statistical models, test plans, and data analysis, vol 344. Wiley, New York Nelson WB (2009) Accelerated testing: statistical models, test plans, and data analysis, vol 344. Wiley, New York
Zurück zum Zitat Noh Y, Choi K, Lee I (2010) Identification of marginal and joint cdfs using Bayesian method for rbdo. Struct Multidiscip Optim 40(1-6):35MathSciNetMATH Noh Y, Choi K, Lee I (2010) Identification of marginal and joint cdfs using Bayesian method for rbdo. Struct Multidiscip Optim 40(1-6):35MathSciNetMATH
Zurück zum Zitat Nohut S, Lu C (2012) Fracture statistics of dental ceramics: discrimination of strength distributions. Ceram Int 38(6):4979–4990 Nohut S, Lu C (2012) Fracture statistics of dental ceramics: discrimination of strength distributions. Ceram Int 38(6):4979–4990
Zurück zum Zitat Noughabi HA (2017) Goodness-of-fit tests for lifetime distributions based on Type II censored data. J Stat Comput Simul 87(9):1787–1798MathSciNetMATH Noughabi HA (2017) Goodness-of-fit tests for lifetime distributions based on Type II censored data. J Stat Comput Simul 87(9):1787–1798MathSciNetMATH
Zurück zum Zitat Noughabi HA, Balakrishnan N (2014) Goodness of fit using a new estimate of Kullback-Leibler information based on Type II censored data. IEEE Trans Reliab 64(2):627–635 Noughabi HA, Balakrishnan N (2014) Goodness of fit using a new estimate of Kullback-Leibler information based on Type II censored data. IEEE Trans Reliab 64(2):627–635
Zurück zum Zitat Ortiz-Yañez JF, Piña-Monarrez MR (2018) Discrimination between the lognormal and Weibull distributions by using multiple linear regression. Dyna 85(205):9–18 Ortiz-Yañez JF, Piña-Monarrez MR (2018) Discrimination between the lognormal and Weibull distributions by using multiple linear regression. Dyna 85(205):9–18
Zurück zum Zitat Paris P, Erdogan F (1963) A critical analysis of crack propagation laws. J Basic Eng 85(4):528–534 Paris P, Erdogan F (1963) A critical analysis of crack propagation laws. J Basic Eng 85(4):528–534
Zurück zum Zitat Posada D, Buckley TR (2004) Model selection and model averaging in phylogenetics: advantages of Akaike information criterion and Bayesian approaches over likelihood ratio tests. Systematic biology 53(5):793–808 Posada D, Buckley TR (2004) Model selection and model averaging in phylogenetics: advantages of Akaike information criterion and Bayesian approaches over likelihood ratio tests. Systematic biology 53(5):793–808
Zurück zum Zitat Raqab MZ (2013) Discriminating between the generalized Rayleigh and Weibull distributions. J Appl Stat 40 (7):1480–1493MathSciNet Raqab MZ (2013) Discriminating between the generalized Rayleigh and Weibull distributions. J Appl Stat 40 (7):1480–1493MathSciNet
Zurück zum Zitat Schwarz G, et al. (1978) Estimating the dimension of a model. The Annals of Statistics 6(2):461–464MathSciNetMATH Schwarz G, et al. (1978) Estimating the dimension of a model. The Annals of Statistics 6(2):461–464MathSciNetMATH
Zurück zum Zitat Tallian T (1962) Weibull distribution of rolling contact fatigue life and deviations therefrom. ASLE Transactions 5(1):183–196 Tallian T (1962) Weibull distribution of rolling contact fatigue life and deviations therefrom. ASLE Transactions 5(1):183–196
Zurück zum Zitat Taylor JA, Jakeman AJ (1985) Identification of a distributional model. Communications in Statistics-Simulation and Computation 14(2):497–508 Taylor JA, Jakeman AJ (1985) Identification of a distributional model. Communications in Statistics-Simulation and Computation 14(2):497–508
Zurück zum Zitat Thereska E, Abd-El-Malek M, Wylie JJ, Narayanan D, Ganger GR (2006) Informed data distribution selection in a self-predicting storage system. In: 2006 IEEE international conference on autonomic computing. IEEE, pp 187–198 Thereska E, Abd-El-Malek M, Wylie JJ, Narayanan D, Ganger GR (2006) Informed data distribution selection in a self-predicting storage system. In: 2006 IEEE international conference on autonomic computing. IEEE, pp 187–198
Zurück zum Zitat Wang D, He J, Guan X, Yang J, Zhang W (2018) A model assessment method for predicting structural fatigue life using lamb waves. Ultrasonics 84:319–328 Wang D, He J, Guan X, Yang J, Zhang W (2018) A model assessment method for predicting structural fatigue life using lamb waves. Ultrasonics 84:319–328
Zurück zum Zitat Welham S, Thompson R (1997) Likelihood ratio tests for fixed model terms using residual maximum likelihood. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 59(3):701–714MathSciNetMATH Welham S, Thompson R (1997) Likelihood ratio tests for fixed model terms using residual maximum likelihood. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 59(3):701–714MathSciNetMATH
Zurück zum Zitat Wiens BL (1999) When log-normal and gamma models give different results: a case study. The American Statistician 53(2):89–93 Wiens BL (1999) When log-normal and gamma models give different results: a case study. The American Statistician 53(2):89–93
Zurück zum Zitat Xu HY, Fei HL (2007) Planning step-stress accelerated life tests with two experimental variables. IEEE Transactions on Reliability 56(3):569–579 Xu HY, Fei HL (2007) Planning step-stress accelerated life tests with two experimental variables. IEEE Transactions on Reliability 56(3):569–579
Zurück zum Zitat Zhang Y, Wang H, Wang Z, Yang Y, Blaabjerg F (2017) Impact of lifetime model selections on the reliability prediction of igbt modules in modular multilevel converters. In: 2017 IEEE energy conversion congress and exposition (ECCE). IEEE, pp 4202–4207 Zhang Y, Wang H, Wang Z, Yang Y, Blaabjerg F (2017) Impact of lifetime model selections on the reliability prediction of igbt modules in modular multilevel converters. In: 2017 IEEE energy conversion congress and exposition (ECCE). IEEE, pp 4202–4207
Metadaten
Titel
Lifetime distribution selection for complete and censored multi-level testing data and its influence on probability of failure estimates
verfasst von
Jingjing He
Jie Chen
Xuefei Guan
Publikationsdatum
23.01.2020
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 1/2020
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-019-02465-7

Weitere Artikel der Ausgabe 1/2020

Structural and Multidisciplinary Optimization 1/2020 Zur Ausgabe

    Marktübersichten

    Die im Laufe eines Jahres in der „adhäsion“ veröffentlichten Marktübersichten helfen Anwendern verschiedenster Branchen, sich einen gezielten Überblick über Lieferantenangebote zu verschaffen.