Sequential ALT

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							Planning 2-Stage Accelerated Life Tests


                        LC Tang (董润楨), Ph.D

     Department of Industrial and Systems Engineering
                     National University of Singapore
                    Overview

• Planning a sequential Accelerated Life Test (ALT)
• Motivation of using an Auxiliary Stress (AS)
• An integrated planning framework for sequential ALT
  with an AS
• Numerical illustrations
                       A Constant-Stress ALT

  Time
                                  Probability
                                  distributions




Maximum
Test
Duration
               Life-stress
               relationship




           Use                Low                 Mid      High
                                                                    Stress Level
           Stress             Stress              Stress   Stress
A Scale-Accelerated Weibull Lifetime Model

• Standardization of stress x  x  s    s  sk    s0  sk 1
                                    s0 : use stress sk : the highest stress


• Weibull lifetime distribution at any stress
                                          log T  -  
                                    SEV               
                                                      


• A scale-accelerated failure time model
                                       0  1 x , 1  0
                                    
                                     is a constant independent of stress
   Motivations of Sequential ALT Planning

• ALT planning based on the Maximum Likelihood theory
   Step 1:                  Step 2:                      Step 3:
   Specify ALT model        Minimize the asymptotic      Evaluate the plan
   parameter values         variance of ML estimator     using simulations

• Locally optimal for specified model parameters  0 , 1, 

• Problems:
   – There often exists a high margin of specification error
   – Developed plans are usually sensitive to the specified value
A Framework of Sequential ALT Planning
        Information                                   Planning Procedure
Planning information
                                            Plan & Perform the test at the
e.g. test duration, specified               highest stress to quickly obtain
parameter values, etc.                      failures

Information on the slope                    Preliminary information on (  0 ,  )
parameter  1
                                                           
Planning information
e.g. test duration, number of               Plan the tests at lower stress levels
stress levels, sample sizes,
etc.

•   Tang, L.C. and Liu, X. (2010) “Planning for Sequential Accelerated Life Tests”, Journal of
    Quality Technology, 42, 103-118.
•   Liu, X. and Tang, L.C. (2009) “A Sequential Constant-Stress Accelerated Life Testing Scheme
    and Its Bayesian Inference”, Quality and Reliability Engineering International, 25, 91-109.
                     Part I
Planning Sequential Constant-Stress Accelerated
                  Life Tests
         Sample Size at the Highest Stress Level
  Specify
          the values of  0 (or  H ) and 
          the censoring time cH
          the expected number of failures RH

 Sample Size:

           RH
           nH
              p                   
                      p  1  exp   cH / exp(  H ) 
                                                      1/ 
                                                             

Page 8
Inference at the Highest Stress Level
 Time in log-scale


          θH   l θH ; DH  θH   H , 




                                         Stress
            0                       1
           High            Low     Use
   Inference at the Highest Stress Level

      ˆ              ˆ ˆ
      θ H | y H ~ N (θ H , Σ H )
where
ˆ
θ H  arg max  (θ H )                             Generalized MLE
ˆ      ˆ
Σ  I 1                                           Covariance matrix
  H      H

ˆ
I H  [ 2l (θ H ; D H ) / θ H 2 ]θ
                                        H
                                             ˆ
                                            θ H   Observed information




                                                                       Page 10
         Construction of Prior Distributions

  k , 
                                                 i ,  for xi   0,1
                H , 

                            i  k  1 xi
                            
                             is a constant

Information on
the value of 1
        Construction of Priors at Low Stresses
for any i  1,..., H  1, there exists a one-one transformation θi  (θH )
with non-vanishing Jacobian θH / θi ,such that

                  1                        ( i  1 xi )
 (θi )    ( i  1 xi ,  )                            dF ( 1 )
                 1                              i
1 ~U ( 1 , 1 )
                             erf ( i )  erf ( i )            ( i   H ) 2 
                                                                           ˆ
                                                           exp                
                      23/ 2 ( var( H ))1/ 2 (i  i )
                                      ˆ                             2 var( H ) 
                                                                            ˆ
where
i   H  1 xi , i   H  1 xi , i   H  1 xi ,   cov( H ,  H ) / var1/ 2 (  H ) var1/ 2 ( H )
     ˆ                   ˆ                    ˆ                      ˆ ˆ                     ˆ               ˆ
     i  var1/ 2 ( H )  i  var1/ 2 ( H )   ( i   H )  var1/ 2 (  H )
                    ˆ                      ˆ                ˆ                ˆ
 

                       (2 var(  H ) var( H )(1   2 ))1/ 2
                                 ˆ           ˆ
   i


     i  var1/ 2 ( H )  i  var1/ 2 ( H )   ( i   H )  var1/ 2 (  H )
                    ˆ                      ˆ                ˆ                ˆ
 

                       (2 var(  H ) var( H )(1   2 ))1/ 2
                                 ˆ           ˆ
   i




                                                                                                          Page 12
          Illustration of the Sequential ALT
Time in log-scale                             Plan & Run the
                                              test at the highest
                                              stress


                                              Deduction of Prior
                                              Distributions


                                              Pre-Posterior
                                              Analysis &
                                     Stress   Optimization

           0                    1
          High          Low    Use


Page 13
     The Bayesian Optimization Criterion
Given the information obtained under the highest stress, the
optimum sample allocation and stress combinations for tests
under lower stresses are chosen to minimize the pre-posterior
expectation of the posterior variance of certain life percentile
under use stress over the specified range of β1


      Min C (ξ ) = E1 {var( y p (1))}
                 = E1 {c var(θ0 )cT } c  [1, log( log(1  p))]




                                                                    Page 14
                    Problem Formulation

                                                   
                                                    T
Design Matrix          X 1             1       1
                          x1           xH 1   xH


                          E1 (var( y p ( x1 )))                      
                                                                      
                                                                      
                       Λ
                                            E1 (var( y p ( xH 1 ))) 
                                                                      
                                                        var( y p (0)) 
                                                                      


Min E1 (var( y p (1)))  1( XT Λ 1X) 11T
                                        H 1
s.t.   x {( x1 , x2 ,..., xH 1 )            : 0  xi  1} and xH  0
       π {( 1 ,  2 ,...,  H )     H
                                           :  i  i  1 and 0   i  1}

                                                                            Page 15
                     Pre-Posterior Analysis
                               1                  1
    E1 (var( y p ( xi )))  
                            1  1             
                                                  1
                                                   
                                                        cΣi cd 1



                                          
                                         i 1                          Information
                        Σ i  I θi  I
                                                                        contained in
                                                                        the prior
     where                                                              density
                2 log l  θi           2 log l  θi 
     I θi  E                 ; y                     f  y dy
                      θi 2
                                   
                                              θi 2
                                                                        Information
               2 log   θ i                                          expected to
     Ii                                                              obtain at
                   θi 2
                                                                        stress level i

Page 16
Adhesive Bond Test (Meeker and Escobar 1998)
  • Total Sample Size: 300
  • Total Testing Duration: 6 months =183days
  • Standardized Testing Region: 0  xH  x  xU  1

  • Assumptions:
      log(T ) ~  SEV   ,  
                           Activation energy, Ea           1
        log A                                                              (Arrhenius)
                    Boltzmann constant, k B  8.6171105 T
      
          0  1 x,            0  log A  Ea k B 1  sH , 1  Ea k B 1  ( s0  sH )
      
       is a constant


 Page 17
             Planning at the Highest Temp
Planning
information:
 H  4.72
  0.6
RH  15
cH  60

                   50 samples are needed   RH  nH p



 Page 18
                          Posterior Density
Simulated Failure times:

33.3, 48.4, 39.3, 58.8, 47.4, 60.0, 33.6, 19.4, 38.0, 28.6, 60.0, 53.2, 17.7, 25.4, 44.5,
34.6, 16.9, 60.0, 31.7, 60.0 ,49.2, 60.0, 10.953, 60.0, 18.8, 3.3, 1.4, 17.3, 46.8, 40.9,
60.0, 28.4, 60.0, 4.2, 21.9, 49.6, 20.6, 60.0, 46.6, 6.4, 25.2, 60.0, 13.6, 29.5, 60.0,
60.0, 31.3, 29.4, 54.3, 34.0




                                                                                 Page 19
                   Normal Approximation
ˆ               ˆ ˆ
θ H | data ~ N (θH , Σ H )
              ˆ      ˆ      ˆ
       where Σ H  I 1 and I H  [ 2l (θ H ) / θH 2 ]θ        ˆ
                       H                                     H   θ H




                                                                        Page 20
    Planning of an ALT with 2 Stress Levels
Planning Information:
                                                             
                                    E1 var  y p 1  in log-scale
   Sample size
      nL  300  nH  250             100


   Test duration
     cL  183  cH  123               10


   Posterior density at xH

                    
                   ˆ ˆ
      θH | y H ~ N θH , ΣH             1


   Specified range of 1
                                      0.1
      1  3.84,5.12
       (i.e.Ea   0.6, 0.8)        0.01
                                            0.1   0.2   0.3   0.4   0.5   0.6   0.7   0.8   0.9   1


                                                        High                          Low
                                                                          xL                Page 21
Effects of the pre-specified slope parameter
Suppose we raise the expectation of the product reliability
Ea 0.6,0.8  Ea 0.6,0.9 i.e. 1 3.84,5.12  1 3.84,5.76

                  
 E1 var  y p 1  in log-scale
                                                      Effect:
   100
                                                      Run the test under a
     10                                               higher stress to
                         Beta1 ranges from            produce more
                         3.84 to 5.76
        1
                                                      failures


   0.1                                              Beta1 ranges from
                                                    3.84 to 5.12
  0.01
            0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
                                xL                                      Page 22
                  High                  Low
           Plan an ALT with 3 stress levels
Planning Information:
                                            Min E1 (var( y0.1 (1)); xL ,  )
 nL  250, cL  123
    H ,   , 1  3.84,5.12           s.t.
                                            nL  M  (1   )  p( xL )  RL
Additional constraints:                     nL  M    p ( xM )  RM
   nL  250  (1   )                      0  x H  x L  2 xM  1
    nM  250        for 0    1
                                            0   1
           xL
    xM 
         2
                                      where
   Minimum number of failure                                
                                      p ( xL )                (1  exp( exp( L ))) (  L ,  L )d L d  L
    RL and RM                                     0
                                                            
                                      p( xM )                 (1  exp( exp( M ))) ( M ,  M )d M d M
                                                      0


                                                                                                     Page 23
          The feasible region




Page 24
          Interior Penalty Function Method




Page 25
Page 26
                     Inference from Test Results
Simulated failure times              (assume  0  4, 1  4,    4)
                                               

 Stress     Sample      Test     Expected                    Simulated                              Observed
 Level       Size     Duration   Failures                 Failure Times                             Failures
                                            33.3, 48.4, 39.3, 58.8, 47.4, 60.0, 33.6, 19.4, 38.0,
 High                                       28.6, 60.0, 53.2, 17.7, 25.4, 44.5, 34.6, 16.9, 60.0,
                                            31.7, 60.0 ,49.2, 60.0, 10.953, 60.0, 18.8, 3.3, 1.4,
             50         60         15       17.3, 46.8, 40.9, 60.0, 28.4, 60.0, 4.2, 21.9, 49.6,       38
xH  0                                      20.6, 60.0, 46.6, 6.4, 25.2, 60.0, 13.6, 29.5, 60.0,
                                            60.0, 31.3, 29.4, 54.3, 34.0


 Mid                                        46.1 62.5 86.2 98.9 101.7 123
             20        123          5       (×224)                                                      5
xM  0.39


 Low                                        22.8 44.8 59.1 84.4 87.7
             230       123          5       105.2 123 (×224)                                            6
xL  0.78
                                                                                                      Page 27
                            Inference
• Results obtained under the high stress
                                         H , 
                                                          0.0112 0.0003 
                                      ~ N  3.87, 0.65 ,                  
                                                           0.0003 0.0086  
                                                                           

                                                          Increasing
• Results obtained under the mid and low stress
                                                                   Decreasing
                                        M , 
                                                          0.0156 0.0016  
                                     ~ N  5.28, 0.594 ,                  
                                                           0.0016 0.0080  
                                                                           

                                        L , 
                                                           0.0377 0.0060  
                                     ~ N   7.24, 0.664 ,                  
                                                            0.0060 0.0042  
                                                                            
                     Simulation Study
Planning information:

 Total Sample Size: 300
 Total Test Duration: 183
 Pre-specified ALT model parameters: 9 scenarios are considered

     *For sequential plans:
     We set the expected number of failures at the high stress level
     at 15 within 60 days

     *For each simulation scenario:
     a. both sequential and non-sequential plans are generated;
     b. failure data are generate according to the optimum plans;
     c. 10th percentile are use stress are estimated;
     d. repeat b and c for 100 times, and move to another scenario
                                                                Page 29
                Simulation Design Table
- k %: the specified value is k% lower than the true value
+k %: the specified value is k% higher than the true value
(0):   the specified value is the true value

Scenarios   Pre-specified   Pre-specified   Pre-specified  1   Pre-specified  1
                  0                       (non-sequential)    (sequential)
    1            (0)             (0)               (0)           - 20 % ~ + 20 %
    2           - 25 %          - 25 %            - 20 %         - 20 % ~ + 20 %
    3           - 25 %          - 25 %           + 20 %          - 20 % ~ + 20 %
    4           - 25 %          + 25 %            - 20 %         - 20 % ~ + 20 %
    5           - 25 %          + 25 %            + 20 %         - 20 % ~ + 20 %
    6          + 25 %           - 25 %            - 20 %         - 20 % ~ + 20 %
    7          + 25 %           - 25 %           + 20 %          - 20 % ~ + 20 %
    8          + 25 %           + 25 %            - 20 %         - 20 % ~ + 20 %
    9          + 25 %           + 25 %           + 20 %          - 20 % ~ + 20 %
                                                                          Page 30
Simulation Results




                     Page 31
                                        Precision
1. Sequential plans yields more precise estimation
2. Sequential plans gives a conservative sense of statistical
   precision: Sample variance > Asymptotic variance
                                                           Asymptotic variance
           0.8                                             (non-sequential plan)
           0.7           Sample variance
                         (non-sequential plan)
           0.6
Variance




           0.5
                                                                Asymptotic variance
           0.4
                                                                (sequential plan)
           0.3
           0.2                                                  Sample variance
           0.1                                                  (sequential plan)
             0
                 0   1     2    3    4    5   6    7   8    9    10
                                Simulation scenarios
   Page 32
    Effect of Parameter Mis-specification on Precision
   Non-sequential Plans                                Sequential Plans
                Effect on   Effect on                    Effect on the   Effect on the
                   the         the                         expected       observed
                expected    observed                       variance        variance
                variance    variance
                                               0           -0.053          -0.038
     0          0.270      0.1945
                                                        (0, 0.0001)     (- 0.0001,0)
     1          0.016      -0.2075
                                               0 *     (- 0.0001,0)    (- 0.0001,0)
                0.044       0.043
    0 * 1      -0.007     -0.1180      For sequential plan:
    0 *        0.083      0.0655       Since
   1 *         0.035      0.0185       1.    Model parameters  0 and  are
  0 * 1 *     -0.031      -0.009            estimated at stage one;

For non-sequential plan:                 2.    An interval value of  1 is used

Results are sensitive to the specified   Hence, the plan robustness to the mis-
model parameters  0 and  1 .              specification of model parameters
                                                                            Page 33
                                            has been enhanced
                             Robustness
Define the Relative Error (RE) as:
          sample variance - asymptotic variance asymptotic variance
3. Sequential plans is more robust to mis-specification of model
   parameters
          2.5                   RE
                                (non-sequential plan)
            2

          1.5
    RE




                                                RE
            1
                                                (sequential plan)
          0.5

            0
                0   1   2   3    4    5   6    7        8     9     10
                            Simulation scenarios
Page 34
Effect of Parameter Mis-specification on the Relative Error (RE)
  Non-sequential Plans                   Sequential Plans
                     Effect                              Effect
         0          -0.7684                  0          0.0011
         1          -0.7187                           (0, 0.0001)
                    -0.2367                  0 *     (0, 0.0001)
        0 * 1      0.4905
        0 *        0.1334
                                        For sequential plan:
       1 *         0.1201             Since
     0 * 1 *      -0.0532            1.    Model parameters  0 and  are
                                              estimated at stage one;
 For non-sequential plan:               2.    An interval value of  1 is used
 RE is sensitive to the pre-specified   Hence, the plan robustness to the mis-
 model parameters  0 and  1 .            specification of model parameters
                                           has been enhanced
                                                                             Page 35
                                       Simulation Results
4. Sequential plans reduce the degree of extropolation;
5. Sequential plans are especially robust to mis-specification of the
   intercept parameters (scenarios 6-9) due to the preliminary test
   under the high stress

                   120       Optimum low stress
                             (non-sequential plan)
                   100
     Temperature




                   80
                   60
                   40
                                                         Optimum low stress
                   20         Use stress
                                                         (sequential plan)
                    0
                         0      1     2     3    4    5    6     7   8        9   10
                                            Simulation scenarios
 Page 36
Effect of Parameter Mis-specification on the Optimum Low Stress level

 Non-sequential Plans                   Sequential Plans
                    Effect                              Effect
        0           12.25                   0            -5
        1           -13.25                          (- 0.0001,0)
                     3.25                   0 *    (- 0.0001,0)
       0 * 1       -1.25
       0 *          3.25
                                       For sequential plan:
      1 *           1.75             Since
    0 * 1 *        0.75             1.    Model parameters  0 and  are
                                             estimated at stage one;
For non-sequential plan:               2.    An interval value of  1 is used
RE is sensitive to the pre-specified   Hence, the plan robustness to the mis-
model parameters  0 and  1 .            specification of model parameters
                                          has been enhanced
                                                                            Page 37
         Comparison with 4:2:1 Plan




        |Ase  Ase when model parameters are correctly specified|
ASR 
             Ase when model parameters are correctly specified
c:      Test duration at the highest stress level
Extension from 2-Stage Planning to a Full
          Sequential Planning
                          2-Stage Planning
 •   Prior distributions for all low stresses are constructed
     simultaneously (all-at-one)
 •   Tests at all low stresses are planned simultaneously
                     Full Sequential Planning
 •   Only the prior distribution for one low stress is constructed
 •   Only the test at one low stresses are planned
 •   More tests at low stresses are planned iteratively

                The basic framework still works !
                                   Part II
          Planning Sequential Constant-Stress Accelerated Life Tests
                                    with
                      Stepwise Loaded Auxiliary Stress




Liu X and Tang LC (2010), “Planning sequential constant-stress accelerated life tests with
stepwise loaded auxiliary acceleration factor”, Journal of Statistical Planning and Inference,
140, 1968-1985.
          Motivations of an Auxiliary Stress

• Testing more units near the use condition is intuitively
  appealing, because more testing is being done closer to the use
  condition 

• Failures are elusive at low stress levels for highly reliable
  testing items 
   – the lowest stress level is forced to be elevated, resulting in high,
     sometimes intolerable, degree of extrapolation in estimating product
     reliability at use stress
                                  Illustration
              Low degree of extrapolation
              with zero failure
  Time
                              high degree of extrapolation
                              with more failures



Maximum
Test
Duration




           Use       Candidate low                  Candidate low   High
           Stress    stress 1                       stress 2        Stress
                                                                             Stress Level
                          Auxiliary Stress
• An Auxiliary Stress (AS), with roughly known effect on product life, is
  introduced to further amplify the failure probability at low stress levels

• Examples of possible AS:
   – In the reliability test of micro relays operating at difference levels of
     silicone vapor (ppm), the usage rate (Hz) might be used as an auxiliary
     factor (Yang 2005).
   – In the temperature-accelerated life test, the humidity level controlled in
     the testing chamber might be used as an AS (Livingston 2000).
   – Dimension of testing samples (Bai and Yun 1996)

• Joseph and Wu (2004) and Jeng et al. (2008) proposed a method known as
  the Failure Amplification Method (FAMe) for the Design of Experiments.
   – FAMe was developed for system optimization while ALT is used for
      reliability estimation at user condition through extrapolation.
                   Model Extension

• Standardization of the level of AS
                         h  (v  vuse )  (vmax  vuse ) 1
                         vuse : use stress vmax : the highest stress

• The extended testing region: [0,1]2
• A scale-accelerated failure time model

                            0  1 x   2 h
                         
                          is a constant independent of stress

                         Examples:        Hallberg-Peck model
                                          Higher usage rate model (Yang 2005)
     An Integrated Framework of Sequential ALT Planning
                   with an Auxiliary Stress
Planning Information        Step 1: Plan and perform the life
                            test at the highest stress level
e.g. Sample size; Test
duration; Specified model
parameters                  Step 2: Compute the number of
                            failures at low stresses


                                                                No
                                    Is an AS needed?

                                  yes
                                                                No
                                    Is an AS available?

                                  yes                                Step 3a: Plan the tests at low
                                                                     stresses without an AS
                             Step 3b: Plan the tests at low
                             stresses with an AS                     i.e. optimize sample allocation,
                                                                     and stress combinations
                             i.e. optimize sample allocation,
                             stress combinations, and the
                             loading profile of AS
              Step 1
       Planning & Inference
at the Highest Temperature Level
             ALT for Electronic Controller
Experiment Target:
  To demontrate the 10% life quantile at use condition exceeds 2 years
Stress Factor:
  Temperature (other factors, such as humidity, voltage, etc are set to use level)
Planning information and Assumptions:
  1). 120 sample units and 75 days are available.
  2). The use temperature is 450C  318K
     The highest temperature allowed in the test is 850C  358 K
  3). Failure time T follows Weibull distribution
                             
                  F  t     log  t        
  4).  is a constant, independent of temperature;  follows Arrhenius stress-life
      relationship
                              Activation energy, Ea 1
                i  log A                            0  1  si
                             Boltzmann constant, k B Ti
              where  0  log A 1  Ea si  11605 / Ti
      Test Planning at the Highest Stress
Planning Inputs:
     target number of failures: rk
    censoring time: ck                          1/      k   
                                     Rk  exp   ck exp    
    parameter values: k (  0 ),                        
    confidence level: 
Planning Output: nk
     rk 1
                                            Risk of see less
      Cnk 1  Rk  Rk nk i  1         failures than expected
        i              i

     i 0

                            (Binomial Bogey test, Yang 2007)
                       ˆ
Testing Output:  H ( 0 ) or 
                ˆ               ˆ
                      Results

Planning
information:
k  7.5
  0.677
rk  6
ck  720hr
  0.9




               44 samples are needed
       Data Obtained at the Highest Stress
 Time-to-failure (hours)                     Weibull Probability Plot for
                                             Observed Failure Data
79.559 210.47          590.03
                                   0
400.56 491.41          138.94                                         R² = 0.8995
673.98  109.4          149.95   -0.5
204.7  425.32          643.31     -1
117.15 328.99          351.87   -1.5
720×29                            -2
                                -2.5
Note: This is just a
particular run                         1.7             2.2          2.7             3.2
   Statistical Inference at the Highest Stress
Posterior distribution derived from a constant prior :
        θk ; y   l  θk ; y 
          nk     1  y j  k
                                                 y j  k                     ck  k 
                                                                                            
        exp  j  log   
                                          exp              1   j  exp          
        j 1     
                                                                                  
      where θk  ( k , );   0 if the data is censored, otherwise   1

Normal Approximation to the Posterior distribution (Berger 1985)

                 ˆ ˆ             ˆ     ˆ
       θk y ~ N (θk , Σ k )  N (θk ,[I k ]1 )

             ˆ      2l (θk ; y )                                              ˆ
       where I k =                             (observed Fisher information at θk )
                      θk 2 θ            ˆ
                                        θ k
                                    k



                    ˆ                 ˆ      ˆ   0.1142
                    θk  [7.35, 0.90] Σ k  I k 1  
                                                                0.0529 
                                                                       
                                                     symmetric 0.0489 
                               Illustration




• The quality of the approximation needs to be checked
  e.g. Kolmogorov-Smirnov (K-S) test (Martz et.al 1988, Technometrics).
• The posterior normality needs to be checked
   e.g. Kass and Slate 1994 Ann. Statist. ).
                Step 2
Computation of the Expected Number of
    Failures at Low Stress Levels
         Construction of Prior Distributions

  k , 
                                                 i ,  for xi   0,1
                H , 

                            i  k  1 xi
                            
                             is a constant

Information on
the value of 1
  Density Function of the Constructed Prior
                 1
                                           ( i  1 xi )
  i ,      ( i  1 xi ,  )                      ( 1 )d 1
                 1
                                                i
                                         (   ) 2 
                                                ˆ
                                                        erf ( i )  erf ( i ) 
                     1                                                         
         3/ 2                     exp                                                                 i  1,..., k  1
         2 ( var( )) (i  i )
                   ˆ   1/ 2   
                                         2 var( ) 
                                                  ˆ


where  ( 1 ) is a uniform distribution defined on an interval [1 ,1 ]
                                                                                                      z
         erf is the error function given by the definite integral erf ( z )  2                  
                                                                                          1/ 2           t 2
                                                                                                          e dt
                                                                                                  0

         i  k  1 xi
              ˆ
         i  k  1 xi , i   k  1 xi ,   cov(  k ,  ) / var1/ 2 (  k ) var1/ 2 ( )
               ˆ                   ˆ                       ˆ ˆ                   ˆ               ˆ
              i var1/ 2 ( )  i var1/ 2 ( )   (   ) var1/ 2 (  k )
                            ˆ                  ˆ            ˆ            ˆ
           

                           (2 var( k ) var( )(1   2 ))1/ 2
                                    ˆ          ˆ
            i


              i var1/ 2 ( )  i var1/ 2 ( )   (   ) var1/ 2 (  k )
                            ˆ                  ˆ            ˆ            ˆ
           

                           (2 var( k ) var( )(1   2 ))1/ 2
                                    ˆ          ˆ
            i
 Illustration of the Constructed Priors at
               65⁰C and 45⁰C
Let Ea 0.8,1.2 , i.e 1 ~ Uniform0.8,1.2




  Uncertainty over  becomes larger for lower testing temperature
Expected Number of Failures at Low Stress


     In order to see 5 failures, the
     temperature is almost on the middle
     of the testing region !!
             Another Point of View:
Prior Information v.s Information To Be Obtained

     det I  θi                        2l (θi )                    2 log (θi )
                  where I  θi  =E             and I  θi  = 
                                                          

      det Ii                           θi 2                            θi 2

             Information to be                      “Information”
             obtained by performing                 contained in the
             a test at stress level i               prior knowledge


                           Little
                           Information
                           obtained from
                           low temp
                  Step 3
Planning at the Lower Temperature Level
          With Auxiliary Stress

        •The choice of AS
        •The loading of AS
        •The integration of AS in test planning
                  The Choice of AS
Assumpotions:
   1). The effect of AS is well understood
   2). The failure mode does NOT change after an AS is introduced


Auxiliary Stress: Humidity

    Hallberg-Peck Model (Livingston, 2000):
                                   RH j 
               0  1s  p log       
                                   RH 0 
               RH 0 : use humidity level, 60%
               RH : humidity level in test (  90%)
       The Choice of Loading Profile for AS



                    Constant-                        Step-Stress
                    Stress Loading                   Loading




A 2-step step-stress loading profile is preferred due to the following
  reasons:
• The initial loading will not be too harsh
• The stress can be dynamically monitored given a target time
  compression factor (only amplify the failure as needed)
• The verification of the effect of the selected AS is possible
     Setting a Target Acceleration Factor

                               equivalent test duration, ci( e)
Time Compression Factor:  i 
                                  actual test duration, ci

                                 LCEM Cumulative Exposure Model
                                 (Yeo and Tang 1999, Tang 2003)
           A Bayesian Planning Problem
Min E1 (var( y p (1)))  1( XT Λ 1X) 11T
s.t.    target time compression  i , for i  1,..., k  1
       ( x1 , x2 ,..., xk 1 )  [0,1]k 1                       Stress levels
       (1 , 2 ,..., k 1 )  [0,1]k 1 :  i 1 i  1  k
                                              k 1
                                                                 Sample allocation

       (h1 , h2 ,..., hk 1 )  [0,1]k 1                        Initial level of AS

       ( 1 , 2 ,..., k 1 )  [0, c]k 1                      Stress changing time for AS
where
                                         T
         1 1                 1
       X                       
          x1 x2             xk 
          E1 (var( y p ( x1 )))          0                     0          0         
                                                                                     
                  0               E1 (var( y p ( x2 )))        0         0          
       Λ                                                                            
                                                                                     
                  0                       0                     0   var( y p ( xk )) 
                                                                                     
                                        Planning Results
                                              Testing    Temp    RH        Testing        Sample
Planning Information:                        Condition    (C)    (%)      Duration         Size
 Sample size                                  Use        45      60
    n1  120  n2  76                         Low        53     See        1080hrs          76
 Test duration                                                 Profile
   c1  1800  720  1080                      High       85      60         720hrs          44
 Posterior density at xH

                  
      θ2  ~ N θ2 , I 1  θ2 
                 ˆ ˆ                        Humidity Loading Profile at Low Temperature

 1 ~ Uniform  0.8,1.2
                                                                       Low Humidity Level: 60%
                                                                       High Humidity Level: 90%
 p3                                                                  Holding Time: 170.5 hrs

 Maximum RH = 90%                                                     Expected Failures:
  Use RH = 60%                                                          Interval [0, 170.5] : No
                                                                       failure
  3                                                                  Interval [170.5,1080]: 5
                                                                       failures
                                                                        Interval [1080, ): 71 censored
           Illustration: ALT without AS
Relative
Humidity




                Point B: (53, 60%)                Point A: (85, 60%)
                Failure Probability < 0.01        Failure Probability = 0.32
    60%

                                                           Temperature
           53                                85
                Illustration: ALT with AS
Relative
Humidity        Point D: (53, 90%)
                Failure Probability = 0.08
    90%




                Point C: (53, 60%)                Point A: (85, 60%)
                Failure Probability < 0.01        Failure Probability = 0.32
    60%

                                                             Temperature
           53                                85
Sensitivity of the Optimal Plan to p




 RHT:              RT/RH                RSD:
 Relative change   Relative change of   Relative change of
 of low humidity   low humidity/low     Asymptotic SD
 holding time      temperature
     Sensitivity of the Plan to
      the Activation Energy




RHT:              RT/RH                RSD:
Relative change   Relative change of   Relative change of
of low humidity   low humidity/low     Asymptotic SD
holding time      temperature
Evaluation of the Developed ALT Plan
                   References of Part II

• Liu X and Tang LC (2010), “Planning sequential constant-
  stress accelerated life tests with stepwise loaded auxiliary
  acceleration factor”, Journal of Statistical Planning and
  Inference, 140, 1968-1985.

						
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