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Activity Number:
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516
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Type:
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Contributed
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Date/Time:
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Wednesday, August 5, 2009 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #304384 |
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Title:
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Bayesian Analysis of Step-Stress Accelerated Life Testing Using Weibull Proportional Hazard Model
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Author(s):
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Naijun Sha*+ and Rong Pan
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Companies:
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The University of Texas at El Paso and Arizona State University
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Address:
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500 W. University Ave., El Paso, TX, 79968,
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Keywords:
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Step-stress accelerated life test ; Proportional proportional hazard model ; Cumulative exposure model ; Weibull distribution ; Bayesian inference
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Abstract:
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In this paper, we present a Bayesian analysis for the Weibull proportional hazard (PH) model used in step-stress life testing data analysis. A mathematical and graphical comparison of the Weibull cumulative exposure (CE) model and the PH model is given. Compared with the CE model, the PH model provides more flexibility in fitting step-stress testing data and has the attractive mathematical property of being desirable in the Bayesian framework. A Markov chain Monte Carlo algorithm with adaptive rejection sampling technique is used for posterior inference. We demonstrate the performance of this method on both simulated and real data sets.
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