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研究生: 周仕鎧
Se-Kai Ju
論文名稱: 壽命具二元Marshall-Olkin韋伯分佈之兩物件串聯系統的可靠度分析
Reliability Analysis of Two-Component Series System under Marshall-Olkin Bivariate Weibull Lifetime Distribution
指導教授: 樊采虹
Tasi-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: 2013
畢業學年度: 101
語文別: 英文
論文頁數: 103
中文關鍵詞: 串聯系統型一設限隱蔽資料期望值-最大化演算法遺失資訊法則加速壽命試驗
外文關鍵詞: Series System, Type-I censoring Scheme, Masked data, EM algorithm, Missing Information Principle, Accelerated Life Test
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  • 在串聯系統中,通常假設系統物件是彼此獨立的。本文考慮在型一設限下,以二元 Marshall-Olkin 韋伯分布去配適兩物件的壽命。而在串聯系統中,時常無法觀測到造成系統失效的物件,此時該系統為隱蔽資料。當系統壽命被設限或隱蔽時,資料中具遺失值,故此,我們使用期望值-最大化演算法去求得模型中未知參數的最大概似估計。同時,我們也利用遺失資訊法則去計算最大概似估計的費雪訊息矩陣,以近似最大概似估計的標準誤差。更進一步地我們將其分別推廣到定應力和階段應力加速壽命試驗,並比較各模型中所得之模型參數估計及系統與個別物件的平均壽命、分位數和可靠度函數之統計推論。由模擬結果顯示,我們所提出的方法頗為精確,另外我們也成功地分析了一組真實資料。


    Problems in series systems usually assume the lifetime distributions of components are independent. In this thesis, we consider to model the lifetime of a twocomponent series system under Type-1 censoring scheme by the Marshall-Olkin bivariate Weibull distribution. It is often to include masked data in which the component that causes the system to fail is not observed. When the data are masked or censored, there exist missing variables in the model. We apply the EM-algorithm to find the MLEs of the unknown parameters. In addition, we calculate the Fisher information via missing information principle to approximate the standard errors of the MLEs. Furthermore, we extend these results to the constant and step-stress accelerated life tests. Statistical inference on the lifetime distribution as the mean lifetimes, reliability functions and the quantiles of system and components are derived. Simulation study shows that the proposed methods perform accurately. A real data set is analyzed successfully.

    Table of Contents 1 Introduction 6 1.1 Motivation and Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.2 Proposed Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.3 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 2 Life Test of a Series System under Marshall-Olkin Bivariate Weibull Distribution 13 2.1 The Marshall-Olkin Bivariate Weibull Distribution . . . . . . . . . . . . . . . . 13 2.2 Series System under The Marshall-Olkin Bivariate Weibull Distribution . . . . . 18 2.3 Maximum Likelihood Estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 2.3.1 Unequal Shape Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . 22 2.3.2 Common Shape Parameters . . . . . . . . . . . . . . . . . . . . . . . . . 29 2.4 The Asymptotic Variance-Covariance Matrix . . . . . . . . . . . . . . . . . . . . 31 2.5 Reliability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 3 Accelerate Life Test of the MOBW with Common Shape Parameter 51 3.1 Constant-Stress Accelerate Life Test . . . . . . . . . . . . . . . . . . . . . . . . 51 3.1.1 Maximum Likelihood Estimate of CSALT . . . . . . . . . . . . . . . . . 51 3.1.2 The Asymptotic Variance-Covariance Matrix of CSALT . . . . . . . . . . 54 3.2 Step-Stress Accelerate Life Test . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 3.2.1 Maximum Likelihood Estimate of SSALT . . . . . . . . . . . . . . . . . . 57 3.2.2 The Asymptotic Variance-Covariance Matrix of SSALT . . . . . . . . . . 60 3.3 Reliability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65 4 Simulation Study 68 4.1 Life Tests under MOBW Distribution . . . . . . . . . . . . . . . . . . . . . . . . 68 4.2 Accelerated Life Test under MOBW Model . . . . . . . . . . . . . . . . . . . . . 78 4.3 Real Data Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 5 Conclusion 92 Reference 93 Appendix 97 3

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