Step stress model with threshold parameter

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Abstract

We consider the inference for the simple step-stress model with a threshold parameter in accelerated life testing. An exponential life distribution with a mean that is a log-linear function of stress, and a cumulative exposure model are assumed. Maximum likelihood estimators for the model parameters are found. Confidence intervals of parameters are constructed using pivotal quantities. A numerical example is given to illustrate the inferential procedure.

Original languageEnglish
Pages (from-to)349-360
Number of pages12
JournalJournal of Statistical Computation and Simulation
Volume63
Issue number4
DOIs
StatePublished - Jan 1 1999
Externally publishedYes

Keywords

  • Accelerated life testing
  • Confidence interval
  • Cumulative exposure
  • Exponential distribution
  • Maximum likelihood
  • Pivotal quantity
  • Threshold

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