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研究生: 陳冠羽
Chen, Guan-Yu
論文名稱: Tweedie衰變模型之最適樣本數配置比較
Comparison of Optimal Sample Size Allocation based on Tweedie Degradation Model
指導教授: 李宜真
Lee, I-Chen
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2021
畢業學年度: 109
語文別: 中文
論文頁數: 45
中文關鍵詞: 加速衰變試驗Tweeide加速衰變模型D-optimalityV-optimality
外文關鍵詞: accelerated degradation test, Tweedie degradation model, D-optimality, V-optimality
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  • 在現今,產品大多具有高可靠度,生產者為了獲得產品的可靠度訊息,如產品的壽命第q百分位數,需要對產品進行實驗進而推估產品可靠度資訊。加速衰變試驗 (accelerated degradation test, ADT) 則是常被採用的一種分析工具。為了規劃有效率的加速衰變試驗,尤其是在給定總測試樣本下,如何配置樣本數至加速變數 (如溫度、壓力) 不同的應力水準上,是本研究所要探討的問題。本研究之衰變模型的建構是使用Tweedie加速衰變模型,其包含Wiener、Compound Poisson、Gamma、Inverse Gaussian等衰變模型。在D-optimality和V-optimality準則下,計算Tweedie衰變模型之費雪資訊矩陣 (Fisher information matrix) 時,部分元素沒有封閉解,而文獻上所提出之方法皆使用近似的分配去推導及分析,且未探討此近似分配對樣本數配置之影響。本研究透過數值計算的方法,計算出沒有封閉解的部分元素,並針對兩應力水準的ADT問題,在D-optimality和V-optimality準則下,討論近似方法與數值方法之最適樣本配置比例的差異。第一部分的研究是建立於固定特定模型(如Gamma process)的狀況,第二部分的研究則是在估計適合模型的狀況下去探討兩應力水準ADT問題,探討近似方法與數值方法的最適樣本配置比例的差異。最後,使用實際資料去探討最適配置問題,並在各準則下,使用相對效率 (relative efficiency) 比較最適配置與非最適配置的差異。

    The accelerated degradation test (ADT) is widely used to assess the lifetime information of highly reliable products with quality characteristics. To design an efficient ADT plan, the optimum ADT allocation problem (including the determinations of stress levels, total testing times, and sample size allocations) is worthy to be discussed. This study assumes that degradation path follows Tweedie degradation model. Because of the problem that probability density function (pdf) of Tweedie degradation model does not have closed form in some cases, several researchers used the saddlepoint approximation method to approximate the probability density function. In this study, we will use numerical method to calculate the exact pdf of Tweedie degradation model. The purpose of this study is divided into two parts, the first part is established under fixed degradation model, and the second part is established under non-fixed degradation model. Under D-optimality and V-optimality criteria, we also compare the performance of two-level optimum allocation rules obtained by exact and approximated pdf. For real data, we discuss the two-level optimum allocation problem, and use relative efficiency to compare the optimum allocation rules obtained by exact and approximated pdf, respectively. The results show that the two-level optimum allocation obtained by the approximated pdf is quite efficient.

    摘要 i 英文延伸摘要 ii 誌謝 viii 目錄 ix 表目錄 xi 圖目錄 xii 第一章 緒論 1 1.1 前言 1 1.2 文獻探討 1 1.2.1 衰變模型 2 1.2.2 加速衰變試驗之試驗配置 2 1.3 研究主題與動機 3 1.4 研究架構 3 第二章 Tweedie 衰變模型與加速衰變試驗 5 2.1 Tweeide 衰變模型 5 2.2 壽命分配 6 2.3 加速衰變試驗 7 2.4 加速衰變試驗之試驗配置 8 第三章 研究方法 10 3.1 概似函數 10 3.2 費雪訊息矩陣 11 3.2.1 固定衰變模型(ρ 已知) 11 3.2.2 估計衰變模型(ρ 未知) 12 3.3 兩應力水準之最適配置 13 3.3.1 D-optimality 準則 13 3.3.2 V -optimality 準則 17 3.4 相對效率 18 第四章 實例分析 20 4.1 資料介紹 20 4.2 參數估計 22 4.3 固定衰變模型(ρ 已知) 23 4.3.1 應力鬆弛資料 23 4.3.2 Device B 資料 27 4.4 估計衰變模型(ρ 未知) 32 4.4.1 D-optimality 32 4.4.2 V -optimality 33 第五章 結論與未來研究 35 參考文獻 38 附錄 40

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