§ 瀏覽學位論文書目資料
  
系統識別號 U0002-2207201421272900
DOI 10.6846/TKU.2014.00877
論文名稱(中文) 型 I 混合設限於定應力加速壽命試驗之研究
論文名稱(英文) On Constant Stress Accelerated Life Tests Terminated by Type-I Hybrid Censoring at One of the Stress Levels
第三語言論文名稱
校院名稱 淡江大學
系所名稱(中文) 數學學系碩士班
系所名稱(英文) Department of Mathematics
外國學位學校名稱
外國學位學院名稱
外國學位研究所名稱
學年度 102
學期 2
出版年 103
研究生(中文) 許耀宇
研究生(英文) Yao-Yu Hsu
學號 601190241
學位類別 碩士
語言別 英文
第二語言別 繁體中文
口試日期 2014-06-24
論文頁數 17頁
口試委員 指導教授 - 林千代
委員 - 蔡志群
委員 - 彭健育
關鍵字(中) 期望費雪信息矩陣
對數線性尺度應力
最大概似估計法
粒子群最佳化
關鍵字(英) Expected Fisher information matrix
log-linear scale stress relationship
maximum likelihood method
particle swarm optimization
第三語言關鍵字
學科別分類
中文摘要
本論文討論型 I混合設限於某一定應力的加速壽命試驗。所使用的模型是具有一般性的對數位置尺度壽命分佈,其平均壽命和應力的關係是呈現一個線性關係, 而尺度變數是一個常數。我們利用最大概似法求得參數估計, 並且推導出期望費雪信息矩陣, 進而求得參數最大概似估計的近似變異數。此外, 我們利用模擬計算觀測費雪信息矩陣, 並且發現其值與所推導的期望費雪信息矩陣是一致。 
最後,在成本限制條件下,我們討論最佳化設計。亦即,在無加應力情況下,我們想找出最適當的樣本個數、失敗個數、以及檢測時間的配置使得所估計的第p個百分位數的一般訊息為最大。
英文摘要
In this paper, we consider a constant stress accelerated life tests terminated by a hybrid Type-I censoring regime at one of the stress levels.  A model based on a general log-location-scale lifetime distribution with mean life which is a linear function of stress, along with constant scale, is discussed. The exact expectations associated with the likelihood function for the asymptotically valid variances of maximum likelihood estimates of model parameters are derived. The agreement with observed counterparts for finite samples in simulation study is also assessed. Finally, under the constraint that the total experimental cost does not exceed a pre-specified budget, the design yields better estimate of 100p-th percentile at normal operating condition is obtained.
第三語言摘要
論文目次
1 Introduction 1
2 Assumptions and Model Description 2
3 Maximum Likelihood Estimation 3
4 Particle Swarm Optimization 5
5 Simulation Study 7
6 Optimal Test Plan 7
7 CONCLUDING REMARKS 10
Appendix 14
References 16
參考文獻
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Nelson, W. B. and Meeker, W. Q. (1978). Theory for optimum accelerated censored life tests for Weibull and extreme value distributions. Technometrics 20, 171–177.

Shi, Y. H. and Eberhart, R. C. (1998). A modified particle swam optimizer. IEEE Word Congress on Computational Intelligence, 69–73.

Shi, Y. H. and Eberhart, R. C. (1999). Empirical study of particle swarm optimization. Proceedings of the IEEE International Conference on Evolutionary Computation, 1945–1950, Washington, DC, USA.

Tang, L. C. (2003). Multiple-steps step-stress accelerated life test. In Handbook of Reliability Engineering (Ed., H. Pham), 441–455, Springer, London.

Watkins, A. J. and John, A. M. (2008). On constant stress accelerated life tests terminated by Type II censoring at one of the stress levels. Journal of Statistical Planning and Inference 138, 768–786.

Xin, J., Chen, G. and Hai, Y. (2009). A particle swarm optimizer with multistage linearlydecreasing inertia weight. Proceedings of the International Joint Conference on Computational Sciences and Optimization (CSO ’09), Sanya, China, April.
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