Estimating degradation by a wiener diffusion process subject to measurement error
Estimating degradation by a wiener diffusion process subject to measurement error
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DOI：
10.1007/bf00985762
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发表时间：
1995
影响因子：
1.3
通讯作者：
G. A. Whitmore
中科院分区：
文献类型：
--
作者：
G. A. Whitmore
大多数材料和组件在失效之前会发生物理降解。设计工程降解测试来测量这些降解过程。测试中的测量反映了降解本身固有的随机性以及不完善的仪器、程序和环境造成的测量误差。本文介绍了一种统计模型，测量退化数据，考虑到这两个来源的变化。模型中的退化过程是一个维纳扩散过程。假设测量误差是独立的正态随机结果，与退化过程无关。本文介绍了该模型的推理过程，并讨论了在处理统计问题时必须考虑的一些实际问题。一个案例研究。
Most materials and components degrade physically before they fail. Engineering degradation tests are designed to measure these degradation processes. Measurements in the tests reflect the inherent randomness of degradation itself as well as measurement errors created by imperfect instruments, procedures and environments. This paper describes a statistical model for measured degradation data that takes both sources of variation into account. The degradation process in the model is taken to be a Wiener diffusion process. The measurement errors are assumed to be independent normal random outcomes that are independent of the degradation process. The paper describes inference procedures for the model and discusses some practical issues that must be considered in dealing with the statistical problem. A case study is presented.