Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution
Рассматриваются частично ускоренные ресурсные испытания при пошаговом изменении напряжений, при которых постулируется, что время до разрушения характеризуется распределением Ломакса при цензурировании разрушения. Получены показатели максимальной вероятности параметров данной модели и соответствующие...
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Ismail, Ali A. 2020-12-05T16:07:31Z 2020-12-05T16:07:31Z 2016 Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution / Ali A. Ismail // Проблемы прочности. — 2016. — № 3. — С. 120-127. — Бібліогр.: 19 назв. — англ. 0556-171X https://nasplib.isofts.kiev.ua/handle/123456789/173481 539.4 Рассматриваются частично ускоренные ресурсные испытания при пошаговом изменении напряжений, при которых постулируется, что время до разрушения характеризуется распределением Ломакса при цензурировании разрушения. Получены показатели максимальной вероятности параметров данной модели и соответствующие среднеквадратичные отклонения, а также рассчитаны доверительные интервалы параметров с соответствующими вероятностями покрытия. Изучены оптимальные варианты проведения ресурсных испытаний. Для верификации полученных теоретических результатов выполнено численное моделирование тестовых задач. Розглядаються частково прискорені ресурсні дослідження при покроковій зміні напружень, за яких постулюється, що час до руйнування характеризується розподілом Ломакса при цензуруванні руйнування. Отримано показники максимальної імовірності параметрів даної моделі і відповідні середньоквадратичні відхилення та розраховано довірчі інтервали параметрів із відповідними імовірностями покриття. Вивчено оптимальні варіанти проведення ресурсних випробувань. Для верифікації отриманих теоретичних результатів виконано чисельне моделювання тестових задач. This project was supported by King Saud University, Deanship of Scientific Research College of Science Research Center. en Інститут проблем міцності ім. Г.С. Писаренко НАН України Проблемы прочности Научно-технический раздел Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution Оптимальное планирование частично ускоренных ресурсных испытаний с цензурированием разрушения по времени для распределения Ломакса Article published earlier |
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| title |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution |
| spellingShingle |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution Ismail, Ali A. Научно-технический раздел |
| title_short |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution |
| title_full |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution |
| title_fullStr |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution |
| title_full_unstemmed |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution |
| title_sort |
optimum failure-censored step-stress life test plans for the lomax distribution |
| author |
Ismail, Ali A. |
| author_facet |
Ismail, Ali A. |
| topic |
Научно-технический раздел |
| topic_facet |
Научно-технический раздел |
| publishDate |
2016 |
| language |
English |
| container_title |
Проблемы прочности |
| publisher |
Інститут проблем міцності ім. Г.С. Писаренко НАН України |
| format |
Article |
| title_alt |
Оптимальное планирование частично ускоренных ресурсных испытаний с цензурированием разрушения по времени для распределения Ломакса |
| description |
Рассматриваются частично ускоренные ресурсные испытания при пошаговом изменении напряжений, при которых постулируется, что время до разрушения характеризуется распределением Ломакса при цензурировании разрушения. Получены показатели максимальной вероятности параметров данной модели и соответствующие среднеквадратичные отклонения, а также рассчитаны доверительные интервалы параметров с соответствующими вероятностями покрытия. Изучены оптимальные варианты проведения ресурсных испытаний. Для верификации полученных теоретических результатов выполнено численное моделирование тестовых задач.
Розглядаються частково прискорені ресурсні дослідження при покроковій зміні напружень, за яких постулюється, що час до руйнування характеризується розподілом Ломакса при цензуруванні руйнування. Отримано показники максимальної імовірності параметрів даної моделі і відповідні середньоквадратичні відхилення та розраховано довірчі інтервали параметрів із відповідними імовірностями покриття. Вивчено оптимальні варіанти проведення ресурсних випробувань. Для верифікації отриманих теоретичних результатів виконано чисельне моделювання тестових задач.
|
| issn |
0556-171X |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/173481 |
| citation_txt |
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax Distribution / Ali A. Ismail // Проблемы прочности. — 2016. — № 3. — С. 120-127. — Бібліогр.: 19 назв. — англ. |
| work_keys_str_mv |
AT ismailalia optimumfailurecensoredstepstresslifetestplansforthelomaxdistribution AT ismailalia optimalʹnoeplanirovaniečastičnouskorennyhresursnyhispytaniiscenzurirovaniemrazrušeniâpovremenidlâraspredeleniâlomaksa |
| first_indexed |
2025-11-25T23:48:41Z |
| last_indexed |
2025-11-25T23:48:41Z |
| _version_ |
1850584380312911872 |
| fulltext |
UDC 539.4
Optimum Failure-Censored Step-Stress Life Test Plans for the Lomax
Distribution
Ali A. Ismail
a,b
a King Saud University, College of Science, Department of Statistics and Operations Research, P.O.
BOX 2455, Riyadh 11451, Saudi Arabia
b Cairo University, Faculty of Economics & Political Science, Department of Statistics, Giza 12613,
Egypt
aismail100@yahoo.com (Ali A. Ismail)
ÓÄÊ 539.4
Îïòèìàëüíîå ïëàíèðîâàíèå ÷àñòè÷íî óñêîðåííûõ ðåñóðñíûõ èñïûòàíèé
ñ öåíçóðèðîâàíèåì ðàçðóøåíèÿ ïî âðåìåíè äëÿ ðàñïðåäåëåíèÿ Ëîìàêñà
Àëè À. Èñìàèë
à,á
à Óíèâåðñèòåò èì. êîðîëÿ Ñàóäà, Ýð-Ðèàä, Ñàóäîâñêàÿ Àðàâèÿ
á Êàèðñêèé óíèâåðñèòåò, Ãèçà, Åãèïåò
Ðàññìàòðèâàþòñÿ ÷àñòè÷íî óñêîðåííûå ðåñóðñíûå èñïûòàíèÿ ïðè ïîøàãîâîì èçìåíåíèè
íàïðÿæåíèé, ïðè êîòîðûõ ïîñòóëèðóåòñÿ, ÷òî âðåìÿ äî ðàçðóøåíèÿ õàðàêòåðèçóåòñÿ ðàñïðå-
äåëåíèåì Ëîìàêñà ïðè öåíçóðèðîâàíèè ðàçðóøåíèÿ. Ïîëó÷åíû ïîêàçàòåëè ìàêñèìàëüíîé âåðî-
ÿòíîñòè ïàðàìåòðîâ äàííîé ìîäåëè è ñîîòâåòñòâóþùèå ñðåäíåêâàäðàòè÷íûå îòêëîíåíèÿ, à
òàêæå ðàññ÷èòàíû äîâåðèòåëüíûå èíòåðâàëû ïàðàìåòðîâ ñ ñîîòâåòñòâóþùèìè âåðîÿò-
íîñòÿìè ïîêðûòèÿ. Èçó÷åíû îïòèìàëüíûå âàðèàíòû ïðîâåäåíèÿ ðåñóðñíûõ èñïûòàíèé. Äëÿ
âåðèôèêàöèè ïîëó÷åííûõ òåîðåòè÷åñêèõ ðåçóëüòàòîâ âûïîëíåíî ÷èñëåííîå ìîäåëèðîâàíèå
òåñòîâûõ çàäà÷.
Êëþ÷åâûå ñëîâà: íàïðÿæåíèå, ðàñïðåäåëåíèå Ëîìàêñà, ÷àñòè÷íîå óñêîðåíèå, îöåíêà
èíòåðâàëà, âåðîÿòíîñòü ïîêðûòèÿ, îïòèìàëüíûé ïëàí èñïûòàíèé, öåíçóðèðîâàíèå ïî
òèïó II, óðàâíåíèÿ Íüþòîíà–Ðàôñîíà, íåëèíåéíîñòü, ìîäåëèðîâàíèå ïî ìåòîäó Ìîíòå-
Êàðëî.
Introduction. To quickly obtain failures of highly-reliable modern electronic systems,
exceptional testing methods identified as accelerated life tests (ALT) are applied. In an
ALT, the pieces are run under conditions far harsher than those met in practice. Standing or
suggested life-stress model that relate the stress level to the parameters of life distribution
are then applied to induce the observed results under design stress. In such tests, either time
is compacted, in which a device is applied more repeatedly than it would be in the normal
setting, while the loads and stresses are retained at their ordinary levels, or loads on the
device are increased to gain failures in a shorter time period. (For more details, see [1].)
However, if the life-stress relationship can not be assumed, ALT can’t be applied. In
such cases partially accelerated life test (PALT) come to be a good alternative instead of
ALT. As indicated by Ismail [2–4], ALT and PALT are commonly used in up-to-date
industrial engineering to save time and cost.
As mentioned by Nelson [5], the loads can be used in many techniques. One approach
used to hasten failure is the step-stress. This article studies the step-stress PALT (SSPALT),
in which a test specimen is first run at design stress and, if it does not fail for an identified
© ALI A. ISMAIL, 2016
120 ISSN 0556-171X. Ïðîáëåìû ïðî÷íîñòè, 2016, ¹ 3
time �, then it is run faster until failure occurs or the observation is terminated. As
Bhattacharyya and Soejoeti [6] have indicated, the step-stress PALT is useful for numerous
applications of life testing.
There is a vast literature on SSPALT. Goel [7] discussed the estimation process of the
acceleration factor � by means of the maximum likelihood approach for pieces having the
exponential distribution and uniform distribution under complete sampling. Also, he got the
optimal test designs. DeGroot and Goel [8] studied the following SSPALT model: Y T� if
T�� and Y T� � ��� � �1 ( ) if T��, where T is the lifetime of an specimen under
design stress and Y is its total lifetime. Bhattcharyya and Soejoeti [6] suggested a
failure-rate model, in which �h y h y( ) ( ) if y�� and �h y h y( ) ( )� if y��, where
h(. ) and h (. ) are failure rate functions of T and Y , respectively. Also, Bhattcharyya and
Soejoeti [6] found the estimates of the model parameters by the maximum likelihood
procedure under full sampling when T follows the Weibull distribution.
Using type-I censored data, some works on PALT have been conducted. For example,
Bai and Chung [9] applied the maximum likelihood technique to estimate the scale
parameter and the acceleration factor for exponentially distributed lifetime. They also
discussed the problem of optimally designing the SSPALT that terminates at a fixed time.
Bai et al. [10] extended the same work of Bai and Chung [9] to the case of pieces having
the lognormal distribution. Abdel-Ghaly et al. [11] used the maximum likelihood way for
estimating the acceleration factor and parameters of the Weibull distribution. Ismail [12]
discussed the estimation process of the generalized exponential distribution parameters and
the acceleration factor under progressive type-II censoring. Ismail [13] developed test plans
of time-step PALTs under the Weibull distribution with a failure-censoring scheme. Also,
Srivastava and Mittal [14] studied the optimum step-stress PALTs under the truncated
logistic distribution using type-I and type-II censored data. This article addresses the
optimum failure-censored PALT plans under the Lomax model.
This article is structured as follows. The Lomax distribution as a lifetime model is
presented in Section 1. Section 2 contains the derivation of both maximum likelihood
estimates (MLE) of the Lomax distribution parameters and the acceleration factor and the
confidence bounds of the model parameters. Section 3 considers the ptimum step-stress
PALT plans under failure-censoring. To clarify the theoretical results, simulation studies are
provided in Section 4. Finally, some concluding remarks are presented in Section 5.
1. Model. In this article, it is assumed that the life distribution is the Lomax one. The
probability density function of this distribution is expressed by
f t
t
T ( ; , )
( )
,
�
�
�
�
�
� �1
t�0,
�0, ��0. (1)
The reliability function is given by
R t
t
( )
( )
.�
�
�
� (2)
The failure-rate function is
h t
t
( ) ,�
�
�
(3)
which is a decreasing function as t�0, indicating the early failure stage. According to
Martz [1], this type of failures may be due to initial defects, bad assembly or poor fits, etc.
Hence, as indicated by Abdel-Ghaly et al. [15], the Lomax distribution may be applied as a
reliability growth model.
Optimum Failure-Censored Step-Stress Life Test Plans ...
ISSN 0556-171X. Ïðîáëåìû ïðî÷íîñòè, 2016, ¹ 3 121
Grimshaw [16] used the Lomax distribution to model tensile-strength data from a
random sample of nylon carpet fibers. Also, as stated by Davis and Feldstein [17] and Abdel-
Ghaly et al. [15], it has been used in connection with reliability theory and survival analysis.
2. ML Estimation. As shown by Grimshaw [16], the ML technique is usually applied
for most theoretical models and styles of censored data. Also, Bugaighis [18] indicated that
the maximum likelihood technique mostly provides efficient estimators.
The probability density function of the total lifetime Y of an item in SSPALT is set by
f y
y
y
y
y
y
( )
,
( )
,
[ ( )]
.
�
�
�
� �
� � �
�
�
�
0 0
0
1
1
�
�
��
� � �
�
�
�
�
�
�
�
�
�
�
�
�
�
(4)
The experimental values of the total lifetime Y are expressed by
y y y ynu nu r( ) ( ) ( ) ( )... ... .1 1� � � � � ���
Let �1i and �2i be indicator functions such that � �1i iI Y� �( ) and �2i �
� � �I Y yi r( ).( )�
The natural logarithm of the total likelihood function is set by
ln ln ln ln ( ) ln( ( ))( )L r n n n r ya r� � � � � � � � �� �
� �
� � �
� � � � � � �
�
�
�
� ��
��( ) ln( ) ln( ( ))� �
�
� � �1 1 2
11
i i i i
i
n
i
n
y y
�
�
�
�
. (5)
The first derivatives of the function in (5) with respect to the three parameters are
obtained as
�
�� �
� �
�
� �
�
�
ln ( ) ( )
( )
( )
,
( )L n n r y ya r
r
i
i
ii
n
� �
� �
� �
�
�
�1 2
1
(6)
where
�
� � �r ry� � � �( )( ) and �
� � �i iy� � � �( ),( )
�
�
�
�
�
�
�
�
�
ln ( )
( )
( )
L n n r
yr
i
i
i
ii
n
i
n
� �
�
� �
�
�
��
��1
1 2
11
�
�
�
�
�
�
�
�
, (7)
�
�� �
� �
� ��
ln
ln ( ) ln ln( ) ln
L r
n n r yr i i i
i
n
i
� � � � � � �
�
�1 2
1�
�
1
n
. (8)
The ML estimate of � can be obtained from Eq. (8) as follows:
�
( ) ln ln � ln( � ) ln
�
�
�
� �
�
� � � � �
��
��
r
n r n yr i i i
i
n
i
i
n
1 2
11
. (9)
Ali A. Ismail
122 ISSN 0556-171X. Ïðîáëåìû ïðî÷íîñòè, 2016, ¹ 3
Thus, the system equations are reduced to the following form:
n r n r y
Q
r
Q
ya r
r
i
i
n
i
�
( )( ) (( )
�
�
�
�
�
�
� �
� �
�
�
��
!
""
�
�
�
1 1
2
1
1
)
� i
� 0 (10)
and
nr
Q
r n r
Q
r
Q yr
i
i
i
ii
n
2 1 1
1 2
1
1�
�
� �
�
�
��
!
""
�
�
�
�( )
( � )�
�
�
�
i
n
�
�
�
�
�
�
�
�
�
�
�
1
0, (11)
where
Q n r n yr i i i i
i
n
i
n
1 1 2
11
� � � � � �
��
��( ) ln ln � ln( � ) ln ,�
�
� �
and
Q n r n yr i i i i
i
n
i
2 1 2
11
� � � � � �
��
�� ( ) ln ln � ln( � ) ln .
�
�
� �
n
�
The above nonlinear system is solved by applying the Newton–Raphson technique.
Now, for constructing the confidence bounds of the parameters, the second partial
derivatives of the function in (5) are needed in this respect, which can be given by
�
�� �
� �
�
� �
2
2 2
2
2 2
1
1
ln ( ) ( )
( )
(( )L n n r y ya r
r
i
i
n
i�� �
� �
� �
�
� ��
�
)
,
2
2
i
(12)
�
�
�
�
�
�
�
�
�
2
2 2 2
1
2
2
2
1
1
ln ( )
( )
( )
L n n r
yr
i
i
i
ii
�� �
�
� �
�
�
�
n
i
n
��
�
�
�
�
�
�
�
�
�
1
, (13)
�
�� �
2
2 2
ln
,
L r
�� (14)
�
���
� �
�
� �
�
�
2
2 2 2
1
1
ln ( ) ( )
( )
( )
,
( )L n r y yr
r
i
i
ii
n
�
� �
� �
�
�
� (15)
�
����
�
�
�
�
�
2
2
1
ln ( )( ) ( )
,
( )L n r y yr
r
i
i
n
i
i
��
� �
�
�
�
� (16)
�
�
��
�
�
�
�
2
1 2
11
ln ( )
( )
L n n r
yr
i
i
i
ii
n
i
n
� �
�
�
�
�
�
�
�
� ��
��
�
�
�
�
. (17)
3. Test Plan. Optimum Stress Switching-Time �* . In this section, the optimal
SSPALT designs are established under the failure-censoring scheme. That is, the optimum
stress switching-time �* is found such that the generalized asymptotic variance (GAV) of
MLEs of the model parameters at design stress is minimized.
ISSN 0556-171X. Ïðîáëåìû ïðî÷íîñòè, 2016, ¹ 3 123
Optimum Failure-Censored Step-Stress Life Test Plans ...
As defined by Bai et al. [19] the GAV of the MLEs of the model parameters is the
reciprocal of the determinant of F. That is
GAV( � , � , � )
| |
.�
� �
1
F
The optimum stress switching-time �* that minimizes the GAV defined above can be
obtained by using the Newton–Raphson technique.
4. Simulation Studies. Using different parameters values settings from Lomax
distribution and different sample sizes 30, 40, 50, 75, and 100 with 10,000 replications,
optimum test plans are numerically obtained. Two populations are used in this study with
parameter values (3, 2, 1.5) and (2, 3, 0.6). To evaluate the performance of the MLEs, mean
square error (MSE), average confidence intervals lengths (IL) and the associated coverage
probabilities (CP) were calculated as shown from the numerical results. In addition, the
optimum value �* , the optimum expected number of units failed at each stress level, and
the optimum value of GAV were also derived (Tables 1–4).
The numerical results show that the MLEs are close to the right values as n increases.
Also, as n increases, the MSE decreases. In addition, the confidence bounds of the
parameters are getting much narrower if the sample size n increases. It is also observed
that the CP for each parameter is close to the nominal confidence level. That is, the
procedure is quite successfull.
Moreover, the optimum design of SSPALT is developed. The results showed that the
SSPALT model is appropriate. The optimal GAV decreases as n increases.
124 ISSN 0556-171X. Ïðîáëåìû ïðî÷íîñòè, 2016, ¹ 3
Ali A. Ismail
T a b l e 1
MLEs, MSE, and IL95% on Average with Parameters (�
�, , ) Set at (3, 2, 1.5),
Respectively, Using � � 7 with r n� 0 75.
n Parameter Estimate MSE IL95% 95%CP
30 � 3.3536 0.0394 0.4627 0.9481
2.3335 0.0588 1.0683 0.9546
� 1.6685 0.0292 0.2385 0.9564
40 � 3.2810 0.0281 0.3401 0.9605
2.2661 0.0349 1.0515 0.9533
� 1.5897 0.0121 0.1441 0.9528
50 � 3.1838 0.0179 0.1736 0.9492
2.1435 0.0232 0.5283 0.9517
� 1.5465 0.0009 0.1012 0.9524
75 � 3.0702 0.0133 0.0878 0.9554
2.0617 0.0156 0.2131 0.9502
� 1.5045 0.0004 0.0434 0.9511
100 � 3.0121 0.0081 0.0480 0.9519
1.9946 0.0117 0.1573 0.9502
� 1.4902 0.0002 0.0199 0.9507
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Optimum Failure-Censored Step-Stress Life Test Plans ...
T a b l e 2
The Optimal �* and GAV Values Based on the Results from Table 1
n �* nPu nPa Optimal GAV
30 22.4877 14 9 0.0180
40 22.1819 18 12 0.0085
50 22.0901 23 15 0.0043
75 21.5479 34 22 0.0016
100 22.1196 45 30 0.0005
T a b l e 3
MLEs, MSE, and IL95% on Average with Parameters (�
�, , ) Set at (2, 3, 0.6),
Respectively, Using � � 7 with r n� 0 75.
n Parameter Estimate MSE IL95% 95%CP
30 � 2.4618 0.249 0.5042 0.9491
3.3106 0.0371 1.1638 0.9523
� 0.8591 0.0184 0.2599 0.9522
40 � 2.3447 0.0178 0.3706 0.9515
3.2272 0.0222 1.1461 0.9516
� 0.7471 0.0076 0.1569 0.9518
50 � 2.2022 0.0113 0.1888 0.9512
3.1639 0.0146 0.5757 0.9512
� 0.6848 0.0005 0.1091 0.9513
75 � 2.0732 0.0082 0.0962 0.9508
3.0186 0.0097 0.2294 0.9509
� 0.6365 0.0003 0.0476 0.9506
100 � 1.9848 0.0051 0.0523 0.9503
2.9718 0.0076 0.1713 0.9505
� 0.5982 0.0001 0.0217 0.9502
T a b l e 4
The Optimal �* and GAV Values Based on the Results from Table 3
n �* nPu nPa Optimal GAV
30 15.0668 10 13 0.0343
40 14.8619 13 17 0.0173
50 14.8004 16 22 0.005
75 14.4371 25 31 0.0018
100 14.8201 34 41 0.0005
5. Summary and Concluding Remarks. In this article, the failure-censored SSPALT
plans are addressed assuming the Lomax distribution as a lifetime model. The estimates of
the Lomax parameters and the acceleration factor were obtained. Also, the optimum
designs were considered using the D-optimality principle. The SSPALT model applicability
and workability is demonstrated.
Acknowledgment. This project was supported by King Saud University, Deanship of
Scientific Research College of Science Research Center.
Ð å ç þ ì å
Ðîçãëÿäàþòüñÿ ÷àñòêîâî ïðèñêîðåí³ ðåñóðñí³ äîñë³äæåííÿ ïðè ïîêðîêîâ³é çì³í³ íà-
ïðóæåíü, çà ÿêèõ ïîñòóëþºòüñÿ, ùî ÷àñ äî ðóéíóâàííÿ õàðàêòåðèçóºòüñÿ ðîçïîä³ëîì
Ëîìàêñà ïðè öåíçóðóâàíí³ ðóéíóâàííÿ. Îòðèìàíî ïîêàçíèêè ìàêñèìàëüíî¿ ³ìîâ³ð-
íîñò³ ïàðàìåòð³â äàíî¿ ìîäåë³ ³ â³äïîâ³äí³ ñåðåäíüîêâàäðàòè÷í³ â³äõèëåííÿ òà ðîçðà-
õîâàíî äîâ³ð÷³ ³íòåðâàëè ïàðàìåòð³â ³ç â³äïîâ³äíèìè ³ìîâ³ðíîñòÿìè ïîêðèòòÿ. Âèâ÷å-
íî îïòèìàëüí³ âàð³àíòè ïðîâåäåííÿ ðåñóðñíèõ âèïðîáóâàíü. Äëÿ âåðèô³êàö³¿ îòðè-
ìàíèõ òåîðåòè÷íèõ ðåçóëüòàò³â âèêîíàíî ÷èñåëüíå ìîäåëþâàííÿ òåñòîâèõ çàäà÷.
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Received 08. 09. 2015
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