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

Roy, Soumya and Mukhopadhyay, Chiranjit (2016) Bayesian D-optimal Accelerated Life Test plans for series systems with competing exponential causes of failure. In: JOURNAL OF APPLIED STATISTICS, 43 (8). pp. 1477-1493.

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Official URL: http://dx.doi.org/10.1080/02664763.2015.1106449

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.

Item Type: Journal Article
Additional Information: Copy right for this article belongs to the TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON OX14 4RN, OXON, ENGLAND
Keywords: constrained optimization; Fisher information; General Equivalence Theorem; prior information; sensitivity analysis
Department/Centre: Division of Interdisciplinary Research > Management Studies
Depositing User: Id for Latest eprints
Date Deposited: 11 Jun 2016 09:59
Last Modified: 11 Jun 2016 09:59
URI: http://eprints.iisc.ac.in/id/eprint/53947

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