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Bayesian D -optimal Accelerated Life Test plans for series systems with competing exponential causes of failure

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  • Soumya Roy
  • Chiranjit Mukhopadhyay

Abstract

This paper provides methods of obtaining Bayesian D -optimal Accelerated Life Test (ALT) plans for series systems with independent exponential component lives under the Type-I censoring scheme. Two different Bayesian D -optimality design criteria are considered. For both the criteria, first optimal designs for a given number of experimental points are found by solving a finite-dimensional constrained optimization problem. Next, the global optimality of such an ALT plan is ensured by applying the General Equivalence Theorem. A detailed sensitivity analysis is also carried out to investigate the effect of different planning inputs on the resulting optimal ALT plans. Furthermore, these Bayesian optimal plans are also compared with the corresponding (frequentist) locally D -optimal ALT plans.

Suggested Citation

  • Soumya Roy & Chiranjit Mukhopadhyay, 2016. "Bayesian D -optimal Accelerated Life Test plans for series systems with competing exponential causes of failure," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(8), pages 1477-1493, June.
    • Handle: RePEc:taf:japsta:v:43:y:2016:i:8:p:1477-1493
    DOI: 10.1080/02664763.2015.1106449
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    1. D. Firth & J. P. Hinde, 1997. "On Bayesian D‐optimum Design Criteria and the Equivalence Theorem in Non‐linear Models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 793-797.
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    Cited by:

    1. Ma, Zhonghai & Liao, Haitao & Ji, Hui & Wang, Shaoping & Yin, Fanglong & Nie, Songlin, 2021. "Optimal design of hybrid accelerated test based on the Inverse Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 210(C).

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