Bayesian Parameter Estimation with Prior Weighting in ALT Model

Abstract

This paper provides an overview of the application of Bayesian inference to accelerated life testing (ALT) models for the concrete case of estimation by Maximum of Aposteriori (MAP) method in the case of constant stress levels. It studies the Bayesian inference over the accelerated life model as presented in [9]. It suites, integrates and generalizes the particular cases presented in [12] and [13]. Towards the end, weighting of the prior information according to data is integrated. The paper also illustrates an experimental example.

Key Words:

• Accelerated testing
• Bayesian inference
• parameter estimation

Additional information

Notes on contributors

Sorin Voiculescu

Sorin Voiculescu is Ph.D. in accelerated life testing of University of Angers. His main interest lies in electronic reliability. Actually, he is engineer at Bombardier Aerospace in Canada.

Fabrice Guerin

Fabrice Guerin is Professor at University of Angers, he teaches courses on reliability engineering, reliability testing, mechanical reliability, etc. His technical interests lie mainly in mechatronic systems dependability, mechanical reliability, Bayesian statistics, accelerated testing and degradation testing.

Mihaela Barreau

Mihaela Barreau is engineer and Ph.D. in automatic control and computer science. She is associate professor in the Quality and Dependability Engineering Department of ISTIA engineering school of the University of Angers since 1998. Her interest areas are modeling and optimization methods, reliability testing and mechatronic systems dependability.