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Inference from Accelerated Life Tests Using Filtering in Coloured Noise

Louis M. Blackwell and Nozer D. Singpurwalla
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 50, No. 2 (1988), pp. 281-292
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2345766
Page Count: 12
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Inference from Accelerated Life Tests Using Filtering in Coloured Noise
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Abstract

We present a new approach for inference from accelerated life tests. Our approach formulates such problems as inference under Kalman filter models with correlated observations errors. We restrict attention to exponential life distributions, and the power rule as a time transformation function. Extensions to other time transformation functions are straightforward; however, extensions to other distributions involve non-linear filtering and are not considered. The advantages of our formulation are that we are able to incorporate uncertainty in the time transformation function and also are able to allow it to change with the stress. To validate our approach we consider some simulated data; to give it a sense of reality we apply it to actual data.

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