Confidence interval of lifetime distribution using bootstrap method

Yu, Yi, Ma, Lin, Gu, YuanTong, & Zhou, Yifan (2008) Confidence interval of lifetime distribution using bootstrap method. In The Third World Congress on Engineering Asset Management and Intelligent Maintenance Systems Conference, 27-30 October 2008, Beijing, China.

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Lifetime estimation is significant in engineering asset management. However, the estimate of lifetime or failure time could be misleading as it may not reveal the real value. Therefore, confidence intervals need to be built to quantify the prediction uncertainty. For the Gamma process, which is a commonly used method for lifetime estimation, the conventional confidence interval construction methods do not perform well. This paper adopts bootstrap methods to build confidence intervals of lifetime distribution when the Gamma process is used. Three bootstrap methods, i.e. bootstrap percentile, bootstrap-t and bootstrap bias corrected & accelerated (BCa), are utilized and investigated. These methods are first applied to the basic Gamma process and further to the Gamma process which considers random effects. Moreover, bootstrap calibration is conducted to assess the coverage probability of the confidence intervals built by these bootstrap methods. Applications to the fatigue crack growth data are carried out as a case study. The results show that the BCa method is recommended for generating confidence intervals for Gamma processes in this application.

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ID Code: 17637
Item Type: Conference Paper
Refereed: Yes
Additional URLs:
Keywords: Bootstrap Methods, Confidence Intervals, Gamma Process, Degradation Model
ISBN: 9781848822160
Subjects: Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > MECHANICAL ENGINEERING (091300) > Mechanical Engineering not elsewhere classified (091399)
Divisions: Past > Research Centres > CRC Integrated Engineering Asset Management (CIEAM)
Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering
Copyright Owner: Copyright 2008 Springer
Copyright Statement: This is the author-version of the work. Conference proceedings published, by Springer Verlag, will be available via SpringerLink. SpringerLink
Deposited On: 11 Feb 2009 21:05
Last Modified: 21 Jun 2017 14:41

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