讲座题目：Degradation in Common Dynamic Environments

主讲人：Ye Zhisheng 新加坡国立大学

讲座时间：2019年12月18日（周三）下午2：30—3：30

讲座地点：综合楼601

主讲人简介：

Dr. Ye received a joint B.E. (2008) in Material Science & Engineering, and Economics from Tsinghua University. He received a Ph.D. degree from National University of Singapore. He is currently an Assistant Professor in the Department of Industrial Systems Engineering & Management at National University of Singapore. His research areas include degradation analysis, lifetime and recurrence data analysis, and reliability modeling.

讲座摘要：

Degradation studies are often used to assess reliability of products subject to degradation-induced soft failures. Because of limited test resources, several test subjects may have to share a test rig and have their degradation measured by the same operator. The common environments experienced by subjects in the same group introduce significant inter-individual correlations in their degradation, which is known as the block effect. In the present paper, the Wiener process is used to model product degradation, and the group-specific random environments are captured using a stochastic time scale. Both semiparametric and parametric estimation procedures are developed for the model. Performance of the maximum likelihood estimators is validated through large sample asymptotics and small sample simulations. The proposed models are illustrated by an application to lumen maintenance data of blue light-emitting diodes.