Description

Book Synopsis

Provides authoritative guidance on statistical analysis techniques and inferential methods for one-shot device life-testing

Estimating the reliability of one-shot deviceselectro-expolsive devices, fire extinguishers, automobile airbags, and other units that perform their function only onceposes unique analytical challenges to conventional approaches. Due to how one-shot devices are censored, their precise failure times cannot be obtained from testing. The condition of a one-shot device can only be recorded at a specific inspection time, resulting in a lack of lifetime data collected in life-tests.

Accelerated Life Testing of One-shot Devices: Data Collection and Analysis addresses the fundamental issues of statistical modeling based on data collected from accelerated life-tests of one-shot devices. The authors provide inferential methods and procedures for planning accelerated life-tests, and describe advanced statistical techniques to help reliability pr

Table of Contents

Preface xi

About the Companion Website xiii

1 One-Shot Device Testing Data 1

1.1 Brief Overview 1

1.2 One-Shot Devices 1

1.3 Accelerated Life-Tests 3

1.4 Examples in Reliability and Survival Studies 4

1.4.1 Electro-Explosive Devices Data 4

1.4.2 Glass Capacitors Data 5

1.4.3 Solder Joints Data 5

1.4.4 Grease-Based Magnetorheological Fluids Data 6

1.4.5 Mice Tumor Toxicological Data 7

1.4.6 ED01 Experiment Data 7

1.4.7 Serial Sacrifice Data 7

1.5 Recent Developments in One-Shot Device Testing Analysis 10

2 Likelihood Inference 13

2.1 Brief Overview 13

2.2 Under CSALTs and Different Lifetime Distributions 13

2.3 EM-Algorithm 14

2.3.1 Exponential Distribution 16

2.3.2 Gamma Distribution 18

2.3.3 Weibull Distribution 21

2.4 Interval Estimation 26

2.4.1 Asymptotic Confidence Intervals 26

2.4.2 Approximate Confidence Intervals 28

2.5 Simulation Studies 30

2.6 Case Studies with R Codes 41

3 Bayesian Inference 47

3.1 Brief Overview 47

3.2 Bayesian Framework 47

3.3 Choice of Priors 49

3.3.1 Laplace Prior 49

3.3.2 Normal Prior 49

3.3.3 Beta Prior 50

3.4 Simulation Studies 51

3.5 Case Study with R Codes 59

4 Model Mis-Specification Analysis and Model Selection 65

4.1 Brief Overview 65

4.2 Model Mis-Specification Analysis 65

4.3 Model Selection 66

4.3.1 Akaike Information Criterion 66

4.3.2 Bayesian Information Criterion 67

4.3.3 Distance-Based Test Statistic 68

4.3.4 Parametric Bootstrap Procedure for Testing Goodness-of-Fit 70

4.4 Simulation Studies 70

4.5 Case Study with R Codes 76

5 Robust Inference 79

5.1 Brief Overview 79

5.2 Weighted Minimum Density Power Divergence Estimators 79

5.3 Asymptotic Distributions 81

5.4 RobustWald-type Tests 82

5.5 Influence Function 83

5.6 Simulation Studies 85

5.7 Case Study with R Codes 91

6 Semi-Parametric Models and Inference 95

6.1 Brief Overview 95

6.2 Proportional Hazards Models 95

6.3 Likelihood Inference 97

6.4 Test of Proportional Hazard Rates 99

6.5 Simulation Studies 100

6.6 Case Studies with R Codes 102

7 Optimal Design of Tests 105

7.1 Brief Overview 105

7.2 Optimal Design of CSALTs 105

7.3 Optimal Design with Budget Constraints 106

7.3.1 Subject to Specified Budget and Termination Time 107

7.3.2 Subject to Standard Deviation and Termination Time 107

7.4 Case Studies with R Codes 108

7.5 Sensitivity of Optimal Designs 113

8 Design of Simple Step-Stress Accelerated Life-Tests 119

8.1 Brief Overview 119

8.2 One-Shot Device Testing Data Under Simple SSALTs 119

8.3 Asymptotic Variance 121

8.3.1 Exponential Distribution 121

8.3.2 Weibull Distribution 122

8.3.3 With a Known Shape Parameter 𝑤2 124

8.3.4 With a Known Parameter About Stress Level 𝑤1 125

8.4 Optimal Design of Simple SSALT 126

8.5 Case Studies with R Codes 128

8.5.1 SSALT for Exponential Distribution 128

8.5.2 SSALT forWeibull Distribution 131

9 Competing-Risks Models 141

9.1 Brief Overview 141

9.2 One-Shot Device Testing Data with Competing Risks 141

9.3 Likelihood Estimation for Exponential Distribution 143

9.3.1 Without Masked Failure Modes 144

9.3.2 With Masked Failure Modes 147

9.4 Likelihood Estimation forWeibull Distribution 149

9.5 Bayesian Estimation 155

9.5.1 Without Masked Failure Modes 155

9.5.2 Laplace Prior 156

9.5.3 Normal Prior 157

9.5.4 Dirichlet Prior 157

9.5.5 With Masked Failure Modes 158

9.6 Simulation Studies 159

9.7 Case Study with R Codes 165

10 One-Shot Devices with Dependent Components 173

10.1 Brief Overview 173

10.2 Test Data with Dependent Components 173

10.3 Copula Models 174

10.3.1 Family of Archimedean Copulas 175

10.3.2 Gumbel–Hougaard Copula 176

10.3.3 Frank Copula 177

10.4 Estimation of Dependence 180

10.5 Simulation Studies 181

10.6 Case Study with R Codes 184

11 Conclusions and Future Directions 187

11.1 Brief Overview 187

11.2 Concluding Remarks 187

11.2.1 Large Sample Sizes for Flexible Models 187

11.2.2 Accurate Estimation 188

11.2.3 Good Designs Before Data Analysis 188

11.3 Future Directions 189

11.3.1 Weibull Lifetime Distribution with Threshold Parameter 189

11.3.2 Frailty Models 189

11.3.3 Optimal Design of SSALTs with Multiple Stress Levels 189

11.3.4 Comparison of CSALTs and SSALTs 190

Appendix A Derivation of Hi (a, b) 191

Appendix B Observed Information Matrix 193

Appendix C Non-Identifiable Parameters for SSALTs Under Weibull Distribution 197

Appendix D Optimal Design Under Weibull Distributions with Fixed 𝒘1 199

Appendix E Conditional Expectations for Competing Risks Model Under Exponential Distribution 201

Appendix F Kendall’s Tau for Frank Copula 205

Bibliography 207

Author Index 217

Subject Index 221

Accelerated Life Testing of Oneshot Devices

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    A Hardback by Narayanaswamy Balakrishnan, Man Ho Ling, Hon Yiu So

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      Publisher: John Wiley & Sons Inc
      Publication Date: Publication Date: 16/04/2021
      ISBN13: 9781119664000, 978-1119664000
      ISBN10: 1119664004

      Description

      Book Synopsis

      Provides authoritative guidance on statistical analysis techniques and inferential methods for one-shot device life-testing

      Estimating the reliability of one-shot deviceselectro-expolsive devices, fire extinguishers, automobile airbags, and other units that perform their function only onceposes unique analytical challenges to conventional approaches. Due to how one-shot devices are censored, their precise failure times cannot be obtained from testing. The condition of a one-shot device can only be recorded at a specific inspection time, resulting in a lack of lifetime data collected in life-tests.

      Accelerated Life Testing of One-shot Devices: Data Collection and Analysis addresses the fundamental issues of statistical modeling based on data collected from accelerated life-tests of one-shot devices. The authors provide inferential methods and procedures for planning accelerated life-tests, and describe advanced statistical techniques to help reliability pr

      Table of Contents

      Preface xi

      About the Companion Website xiii

      1 One-Shot Device Testing Data 1

      1.1 Brief Overview 1

      1.2 One-Shot Devices 1

      1.3 Accelerated Life-Tests 3

      1.4 Examples in Reliability and Survival Studies 4

      1.4.1 Electro-Explosive Devices Data 4

      1.4.2 Glass Capacitors Data 5

      1.4.3 Solder Joints Data 5

      1.4.4 Grease-Based Magnetorheological Fluids Data 6

      1.4.5 Mice Tumor Toxicological Data 7

      1.4.6 ED01 Experiment Data 7

      1.4.7 Serial Sacrifice Data 7

      1.5 Recent Developments in One-Shot Device Testing Analysis 10

      2 Likelihood Inference 13

      2.1 Brief Overview 13

      2.2 Under CSALTs and Different Lifetime Distributions 13

      2.3 EM-Algorithm 14

      2.3.1 Exponential Distribution 16

      2.3.2 Gamma Distribution 18

      2.3.3 Weibull Distribution 21

      2.4 Interval Estimation 26

      2.4.1 Asymptotic Confidence Intervals 26

      2.4.2 Approximate Confidence Intervals 28

      2.5 Simulation Studies 30

      2.6 Case Studies with R Codes 41

      3 Bayesian Inference 47

      3.1 Brief Overview 47

      3.2 Bayesian Framework 47

      3.3 Choice of Priors 49

      3.3.1 Laplace Prior 49

      3.3.2 Normal Prior 49

      3.3.3 Beta Prior 50

      3.4 Simulation Studies 51

      3.5 Case Study with R Codes 59

      4 Model Mis-Specification Analysis and Model Selection 65

      4.1 Brief Overview 65

      4.2 Model Mis-Specification Analysis 65

      4.3 Model Selection 66

      4.3.1 Akaike Information Criterion 66

      4.3.2 Bayesian Information Criterion 67

      4.3.3 Distance-Based Test Statistic 68

      4.3.4 Parametric Bootstrap Procedure for Testing Goodness-of-Fit 70

      4.4 Simulation Studies 70

      4.5 Case Study with R Codes 76

      5 Robust Inference 79

      5.1 Brief Overview 79

      5.2 Weighted Minimum Density Power Divergence Estimators 79

      5.3 Asymptotic Distributions 81

      5.4 RobustWald-type Tests 82

      5.5 Influence Function 83

      5.6 Simulation Studies 85

      5.7 Case Study with R Codes 91

      6 Semi-Parametric Models and Inference 95

      6.1 Brief Overview 95

      6.2 Proportional Hazards Models 95

      6.3 Likelihood Inference 97

      6.4 Test of Proportional Hazard Rates 99

      6.5 Simulation Studies 100

      6.6 Case Studies with R Codes 102

      7 Optimal Design of Tests 105

      7.1 Brief Overview 105

      7.2 Optimal Design of CSALTs 105

      7.3 Optimal Design with Budget Constraints 106

      7.3.1 Subject to Specified Budget and Termination Time 107

      7.3.2 Subject to Standard Deviation and Termination Time 107

      7.4 Case Studies with R Codes 108

      7.5 Sensitivity of Optimal Designs 113

      8 Design of Simple Step-Stress Accelerated Life-Tests 119

      8.1 Brief Overview 119

      8.2 One-Shot Device Testing Data Under Simple SSALTs 119

      8.3 Asymptotic Variance 121

      8.3.1 Exponential Distribution 121

      8.3.2 Weibull Distribution 122

      8.3.3 With a Known Shape Parameter 𝑤2 124

      8.3.4 With a Known Parameter About Stress Level 𝑤1 125

      8.4 Optimal Design of Simple SSALT 126

      8.5 Case Studies with R Codes 128

      8.5.1 SSALT for Exponential Distribution 128

      8.5.2 SSALT forWeibull Distribution 131

      9 Competing-Risks Models 141

      9.1 Brief Overview 141

      9.2 One-Shot Device Testing Data with Competing Risks 141

      9.3 Likelihood Estimation for Exponential Distribution 143

      9.3.1 Without Masked Failure Modes 144

      9.3.2 With Masked Failure Modes 147

      9.4 Likelihood Estimation forWeibull Distribution 149

      9.5 Bayesian Estimation 155

      9.5.1 Without Masked Failure Modes 155

      9.5.2 Laplace Prior 156

      9.5.3 Normal Prior 157

      9.5.4 Dirichlet Prior 157

      9.5.5 With Masked Failure Modes 158

      9.6 Simulation Studies 159

      9.7 Case Study with R Codes 165

      10 One-Shot Devices with Dependent Components 173

      10.1 Brief Overview 173

      10.2 Test Data with Dependent Components 173

      10.3 Copula Models 174

      10.3.1 Family of Archimedean Copulas 175

      10.3.2 Gumbel–Hougaard Copula 176

      10.3.3 Frank Copula 177

      10.4 Estimation of Dependence 180

      10.5 Simulation Studies 181

      10.6 Case Study with R Codes 184

      11 Conclusions and Future Directions 187

      11.1 Brief Overview 187

      11.2 Concluding Remarks 187

      11.2.1 Large Sample Sizes for Flexible Models 187

      11.2.2 Accurate Estimation 188

      11.2.3 Good Designs Before Data Analysis 188

      11.3 Future Directions 189

      11.3.1 Weibull Lifetime Distribution with Threshold Parameter 189

      11.3.2 Frailty Models 189

      11.3.3 Optimal Design of SSALTs with Multiple Stress Levels 189

      11.3.4 Comparison of CSALTs and SSALTs 190

      Appendix A Derivation of Hi (a, b) 191

      Appendix B Observed Information Matrix 193

      Appendix C Non-Identifiable Parameters for SSALTs Under Weibull Distribution 197

      Appendix D Optimal Design Under Weibull Distributions with Fixed 𝒘1 199

      Appendix E Conditional Expectations for Competing Risks Model Under Exponential Distribution 201

      Appendix F Kendall’s Tau for Frank Copula 205

      Bibliography 207

      Author Index 217

      Subject Index 221

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