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- Title
Misspecification analysis of two‐phase gamma‐Wiener degradation models.
- Authors
Liu, Kai; Zou, Tian‐Ji; Dang, Wei; Lv, Cong‐Min; Xin, Min‐Cheng; Li, Peng
- Abstract
A degradation model is used to analyze degradation data and product reliability. Owing to model uncertainty, the assumed degradation model may be improper, which can create a difference between the evaluated and actual product reliabilities. Thus, model misspecification analysis is essential. Recent studies on misspecification analysis have mainly considered single‐phase degradation models; two‐phase degradation models have not been investigated intensively. In this study, an approach to model misspecification analysis was developed for a two‐phase gamma‐Wiener process, where the change point was assumed to be known. The gamma and Wiener processes in a two‐phase degradation model may be incorrectly assumed, so five misspecified degradation models were considered: the two‐phase Wiener process, two‐phase gamma process, two‐phase Wiener‐gamma process, one‐phase Wiener process, and one‐phase gamma process. A Monte Carlo simulation was performed to examine the effects of model misspecification on the relative bias and relative variability. A case study was performed to examine the effects of model misspecification on the evaluated mean time to failure and median lifetime of a product for different sample sizes, termination time, and change points. The results clearly demonstrated the effects of model misspecification on the evaluated reliability of a product.
- Subjects
WIENER processes; MONTE Carlo method
- Publication
Quality & Reliability Engineering International, 2020, Vol 36, Issue 6, p2066
- ISSN
0748-8017
- Publication type
Article
- DOI
10.1002/qre.2674