TY - JOUR
T1 - Reference optimality criterion for planning accelerated life testing
AU - Xu, Ancha
AU - Tang, Yincai
N1 - Publisher Copyright:
© 2015 Elsevier B.V.
PY - 2015/12/1
Y1 - 2015/12/1
N2 - Most of the current literatures on planning accelerated life testing are based on D-optimality criterion and V-optimality criterion. Such methods minimize the generalized asymptotic variance of the maximum likelihood estimators of the model parameters or that of a quantile lifetime. Similarly, the existing Bayesian planning criterion is usually based on the posterior variance of a quantile lifetime. In this paper, we present a framework for a coherent approach for planning accelerated life testing. Our approach is based on the expectation of Shannon information between prior density function and posterior density function, which is also the spirit for deriving reference prior in Bayesian statistics. Thus, we refer to the criterion as the reference optimality criterion. Then the optimal design is selected via the principle of maximizing the expected Shannon information. Two optimization algorithms, one based on large-sample approximation, and the other based on Monte Carlo simulation, are developed to find the optimal plans. Several examples are investigated for illustration.
AB - Most of the current literatures on planning accelerated life testing are based on D-optimality criterion and V-optimality criterion. Such methods minimize the generalized asymptotic variance of the maximum likelihood estimators of the model parameters or that of a quantile lifetime. Similarly, the existing Bayesian planning criterion is usually based on the posterior variance of a quantile lifetime. In this paper, we present a framework for a coherent approach for planning accelerated life testing. Our approach is based on the expectation of Shannon information between prior density function and posterior density function, which is also the spirit for deriving reference prior in Bayesian statistics. Thus, we refer to the criterion as the reference optimality criterion. Then the optimal design is selected via the principle of maximizing the expected Shannon information. Two optimization algorithms, one based on large-sample approximation, and the other based on Monte Carlo simulation, are developed to find the optimal plans. Several examples are investigated for illustration.
KW - Accelerated life testing
KW - Bayesian approach
KW - Exponential distribution
KW - Reference prior
KW - Shannon information
UR - https://www.scopus.com/pages/publications/84945493124
U2 - 10.1016/j.jspi.2015.06.002
DO - 10.1016/j.jspi.2015.06.002
M3 - 文章
AN - SCOPUS:84945493124
SN - 0378-3758
VL - 167
SP - 14
EP - 26
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
ER -