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研究生: 黃鉦文
CHENG-WEN HUANG
論文名稱: 廣義有限失效母體模型下結合資料增補的貝氏推論
Bayesian Inference Incorporating Data Augmentation under Generalized Limited Failure Population Models
指導教授: 樊采虹
Tsai-Hung Fan
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計研究所
Graduate Institute of Statistics
論文出版年: 2025
畢業學年度: 113
語文別: 中文
論文頁數: 56
中文關鍵詞: 廣義有限失效母體資料增補不完整概似函數共軛先驗分布
外文關鍵詞: GLFP models, incomplete likelihood, data augmentaion, conjugate prior distribution
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  • 在如 IC 產品的一些電子零件中,由於製程或其他因素產生瑕疵,導致產品前期早衰(infant mortality)失效,而非瑕疵品則最終會因磨耗(wear-out)而失效。廣義有限失效母體(Generalized Limited Failure Population,GLFP)模型,可用於分析同時受因製程產生的瑕疵導致產品前期早衰,與後期終因長期磨損失效的產品或電子零件之失效時間數據。另一方面,自 E-M 演算法後,資料增補 (data augmentaion) 在統計學中的應用極為廣泛。本研究於對數常態分布 GLFP 模型,以貝氏方法結合資料增補建構完整概似函數,在各參數具共軛先驗分布下,以吉布斯抽樣(Gibbs sampling)加速馬可夫鍊蒙地卡羅(Markov chain Monte Carlo,MCMC)演算法的計算過程,從而提升計算效率。同時藉由資料增補的隱藏變數之後驗抽樣過程中,為每筆失效資料之失效模式和其是否為瑕疵品進行預測,並針對 Backblaze 公司所提供的硬碟資料,考慮不同的先驗資訊,進行壽命之可靠度相關分析。


    Some electronic components such as integrated circuits contain latent defects introduced during manufacturing or other processes, causing a subset of units to fail prematurely (infant mortality), while non-defective units eventually fail due to wear-out. The generalized limited failure population (GLFP) model captures this dual behavior by jointly modeling early failures arising from manufacturing defects and later failures driven by long-term degradation. Based on the widely used data augmentation technique in statistics, this study develops a Bayesian GLFP framework with log-normal lifetime distributions. By augmenting the latent data, we construct the complete likelihood, assign conjugate priors to all parameters, and employ Gibbs sampling to accelerate Markov chain Monte Carlo (MCMC). The posterior draws of the latent augmentation variables simultaneously yield predictive classifications of each observed failure mode and defect status. Finally, using hard-drive failure data released by Backblaze, we perform reliability analysis under various prior assumptions to illustrate the practical utility of the proposed method.

    摘要 I Abstract II 目錄 IV 圖目錄 VI 表目錄 VII 第一章 緒論 1 1.1 背景與研究動機 ................................... 1 1.2 文獻探討........................................ 3 1.3 研究方法........................................ 5 1.4 本文架構........................................ 5 第二章 廣義有限失效母體模型 7 2.1 GLFP模型之不完整概似函數........................... 7 2.2 完整概似函數..................................... 9 2.3 資料增補與隱蔽模型................................. 10 2.4 E-M演算法...................................... 13 第三章 廣義有限失效母體模型貝氏推論 15 3.1 貝氏架構........................................ 15 3.1.1 完整資料 ................................... 15 3.1.2 設限資料 ................................... 16 3.1.3 隱蔽資料 ................................... 19 3.2 先驗分布的選擇 ................................... 20 3.2.1 主觀先驗分布 ................................ 20 3.2.2 微弱資訊先驗分布 ............................. 21 3.3 可靠度推論 ...................................... 22 3.4 瑕疵品與失效模式判定 ............................... 23 第四章 模擬研究與實例分析 25 4.1 模擬研究........................................ 25 4.2 實例分析........................................ 32 4.2.1 Drive-model9 ................................ 32 4.2.2 Drive-model15................................ 38 第五章 結論與展望 45 參考文獻 46

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