Optimum Accelerated Life Testing Plans Based on

Proportional Mean Residual Life

Wenbiao Zhao

ReliaSoft Corporation, ReliaSoft Plaza

115 South Sherwood Village Drive, Tucson, Arizona 85710, USA

Elsayed A. Elsayed
Department of Industrial and System Engineering, Rutgers University
96 Frelinghuysen Road, Piscataway, NJ 08854-8018
elsayed@rci.rutgers.edu

Abstract: In this paper, we present efficient and practical approach for designing ALT
plans based on a “distribution-free” regression model called the proportional mean
residual life (PMRL) regression model. The plans determine the appropriate levels for
each stress type and the number of test units allocated to each level in order to obtain
accurate mean residual life estimates at normal operating conditions. Unlike previous
ALT plans, the proposed plans need not assume the time to failure distribution and the
life stress relationship. A numerical example that demonstrates the design of such
accelerated plans is presented. The proposed plans can also be applied in situations with
more than a single accelerating stress without any difficulties.

1. Introduction

Accelerated life testing (ALT) is a widely used approach for reliability demonstration and
prediction of components or systems’ reliabilities at normal operating conditions using
data obtained at accelerated condition. Conducting an ALT requires the determination or
development of a reliability inference model that relates the failure data at stress
conditions with design or operating conditions. Moreover, an accelerated test plan needs
to be developed to obtain appropriate and sufficient information in order to accurately

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estimate reliability performance at operating conditions. A test plan requires the
determination of the type of stresses to be applied, number and magnitude of the stress
levels, methods of stress application (constant, ramp, cyclic, … ), number of units at every
stress level, minimum number of failures at every stress level, test duration and other test
parameters. Without an optimum test plan, it is likely that a large sequence of expensive
and time consuming tests be conducted which cause delays in product might release or in
some cases the termination of the entire product.

Determination of the optimum test plans has been investigated by many researchers.
Chernoff (1962) considers the maximum likelihood estimation of the failure rate of an
exponential distribution at the design stress level and obtains locally optimum plans both
for simultaneous testing with Type I censored data and for successive testing with
complete (Poisson) data. Mann et al. (1974) consider linear estimation with order
statistics to estimate a percentile of an extreme value (or Weibull) distribution at design
stress and obtains optimal plans for failure data with censored observations. Nelson and
Kielpinski (1976) obtain optimum plans and best traditional plans (traditional plans use
equally spaced levels of stresses with equal allocation of test units at each stress level) for
the median of the normal and lognormal distributions. Meeker and Hahn (1976, 1977)
consider the optimum allocation of test units to overstress conditions when it is desired to
estimate the survival probability to a specified time at prespecified design conditions.
Meeker and Nelson (1975) and Nelson and Meeker (1978) provide similar optimum test
plans to estimate percentiles of the Weibull and the smallest extreme-value distributions
at a specified design stress when test units are overstressed. They assume that the
smallest extreme-value location parameter µ (also the 0.632 percentile) as a linear
function of stress and that the scale parameter σ as constant. Using similar assumptions,
Meeker (1984) compares the statistically optimum test plans to more practical test plans
that have three levels of stress.

Meeker and Hahn (1985) provide extensive tables and practical guidelines for planning
ALT. They present a statistically optimum test plan and then suggest an alternative plan
that meets practical constraints with desirable statistical properties. Their tables allow
assessment of the effect of reducing the testing stress levels (thereby reducing the degree

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of extrapolation) on statistical precision. Barton (1991) proposes a variation of the
optimum ALT plans described by Nelson and others. He shows how to minimize the
maximum test-stress subject to meeting a certain standard deviation of the reliability
estimate at normal operating conditions. Meeter and Meeker (1994) extend the existing
maximum likelihood theory for test planning to the nonconstant scale parameter model
and present test plans for a large range of practical testing. Escobar and Meeker (1995)
plan accelerated life testing under one or more experimental factors. Similarly, Park and
Yum (1996) design an optimum accelerating life testing plan with two stresses. Recently,
Park et al. (2004) design an optimum step stress testing plan for destructive degradation
measurements.

The above research focuses on the accelerated failure time (AFT) models, which assume
that the failure time distribution is known, i.e., normal, lognormal, extreme value or
Weibull distribution as well as that the life stress relationship is known. Thus the derived
plans do not objectively address situations when there is a high degree of uncertainty
about the model distribution that will be used. Estimators that are highly efficient (small
variances) under one model may perform poorly under another. Jiao (2001) and Elsayed
and Jiao (2001) present an analytical study for the design of test plans based on
“distribution-free” regression models, namely the proportional hazards (PH) model and
most importantly the generalized extended linear hazard regression (ELHR) model. In
this paper, we design new ALT plans based on a “distribution-free” regression model
namely proportional mean residual life regression model. The plans determine the levels
for each stress type and the number of test units allocated to each level in order to
minimize the variance of the mean residual life estimate at normal operating conditions.

Notation

Fz Fisher information matrix for a single observation at stress level z

F Fisher information matrix
Σ variance-covariance matrix
ln natural logarithm
ML maximum likelihood
n total number of test units

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 zH, zM, zL high, medium, low stress levels respectively
zD specified design stress
p1 , p2 , p3 proportion of test units allocated to zL, zM and zH, respectively

n1 , n2 , n3 number of test units allocated to zL, zM and zH, respectively

τ censoring time of the accelerated test

e(t ; z ) mean residual life at time t, for given z
T prespecified period of time over which the reliability estimate at
design stress is of interest
R(t; z) reliability at time t, for given z
f(t; z) pdf at time t, for given z
F(t; z) cdf at time t, for given z
MNFi minimum number of failures at stress level i.

2. Proportional Mean Residual Life Regression Model

Cox’s (1972) PH model is utilized by Oakes and Dasu (1990) to propose concept of the
PMRL model which is described below.

Two distributions with reliability functions R0 and R with mean residual lives at time x

of e0 ( x ) and e( x) respectively, are said to have proportional MRL functions, if they are
related as follows.
e( x) = θ e0 ( x), ∀ x , θ > 0 (1)
Therefore
e(0) x du
R ( x,θ ) = exp(− ∫ )
e( x ) 0 e(u )

1
−1
 ∞ R (u )du θ
= R0 ( x) 
∫x 0  (2)
µ0 
 
 
where µ 0 = e0 (0)
Thus the probability density function is

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 e0 (0) du 1
exp(− ∫
t
f (t ) = )( + e0 '(t ))
2
e0 (t ) 0 θ e0 (u ) θ

∂ 2 log f (t ) 1 ∞ t f (t )
2
∞ (e '(t )) f (t )

θ 2 ∫ 0 ∫ 0 e(u ) ∫ 0 (1 + e '(t ))2 dx]

E[ ] = [2 dudt − 1 +
∂θ 2

where
∞
− R (t ) 2 + f (t ) ∫ R (u) du e(t ) f (t )
e '(t ) = = −1 +
t
2
R (t ) R (t )

and

(e '(t ))2 f (t ) ∞ (e(t ) f (t ) − R (t )) f (t )

2
∞ ∞ R (t ) 2 ∞ R (t )

∫ 0 (1 + e '(t )) 2
dt = ∫ 0 (e(t ) f (t )) 2
dt = 1 + ∫ 0 2
e(t ) f (t )
dt − 2∫
0 e(t )
dt

also

∞ f (t ) ∞ du ∞ ∞ R(u)du
∫ ∫ dudt = ∫ ∫ ∫
t
f (t )dt =
0 0 e(u ) 0 e(u ) u 0 e(u )

Thus we can obtain the following expression for Fisher’s information

1 ∞ R (t )2
I (θ ) =
θ2 ∫ 0 e(t )2 f (t )
dt

The asymptotic variance of the MLE from a sample of size n is then given by

nV ( MLE ) = I −1 (θ )
θ2
= (3)
∞ R (t ) 2
∫ 0 e(t )2 f (t ) dt

Covariates (applied stresses) or explanatory variables are of primary importance in

accelerated life testing. It is of a great interest to model the effect of covariates on failure

times. For instance, temperature and electric field are some of the covariates of interest

when studying the failure modes of the n-type 4H-SiC MOS capacitors. We extend the

model to a more general framework with a covariate vector Z .

e(t | z ) = exp( β T z )e0 (t ) (4)

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We refer to this model as the proportional mean residual life regression model which we

utilize to model accelerated life testing. Clearly e0 ( x ) serves as the MRL corresponding

to a baseline reliability function R0 (t ) , e0 ( x ) is the baseline mean residual function and

e(t z ) is the conditional mean residual life function of T − t given T > t and Z = z ,

z T = ( z1 , z 2 , L , z p ) is the vector of the covariates, β T = ( β1 , β 2 , L , β p ) is the vector of

coefficients associated with the covariates, and p is the number of covariates. Typically,

we obtain experimental data in the form { (ti , zi ); i = 1, L , n } which represents the set of
failure times and the vectors of covariates for each unit. The PMRL model is a non-

parametric multiple regression approach for reliability estimation, in which the baseline

MRL function is modified multiplicatively by the covariates. In this paper we assume the

baseline MRL e0 (t ) to be exponential with time,

e0 (t ) = γ 0 exp(γ 1t ) (5)

Substituting e0 (t ) into the PMRL model, we obtain,

e(t ; z ) = γ 0 exp( β T z + γ 1t ) (6)

We obtain the corresponding hazard function, and the reliability function R (t ; z ) as:

e '0 ( t ) + exp( − β 1T z )
λ (t ; z ) =
e0 ( t )
(7)
γ 0 γ 1 exp(γ 1t ) + exp( − β 1T z )
=
γ 0 exp(γ 1t )

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 e0 (0) du
exp(− ∫
t
R(t ; z ) = )
e0 (t ) 0 θ e0 (u )
exp(−γ 1t )du
= exp(−γ 1t ) exp(− exp(− β T z ) ∫
t
) (8)
0 γ0
exp(− β T z )(exp(−γ 1t ) − 1)
= exp[−γ 1t + ]
γ 0γ 1

The pdf is obtained as,

e0 (0) du 1
exp(− ∫
t
f (t ; z ) = )( + e0 '(t ))
2
e0 (t ) 0 θ e (u ) θ
0

exp(−2γ 1t ) t exp( −γ t )du

= exp(− exp(− β T z ) ∫ 1
)(exp(− β T z ) + γ 0γ 1 exp(γ 1t )) (9)
γ0 0 γ0
1 exp(− β T z )(exp(−γ 1t ) − 1)
= exp[−2γ 1t + ](exp(− β T z ) + γ 0γ 1 exp(γ 1t ))
γ0 γ 0γ 1

3. PMRL-Based ALT Plans with Constant Stresses

When designing an ALT plan, we need to address the following issues: (a) the stress
types to be used in the experiment, (b) the stress applications method, (c) the stress levels
for each stress type selected, and (d) the proportion of test units to be allocated to each
stress level.

In this section, we consider the selection of the stress level zi and the proportion of units
pi to be allocated for each constant stress zi in order to obtain the most accurate reliability
estimate at use conditions zD. The Proportional Mean Residual Life Model is assumed in
planning the accelerated life test.

Types of censoring

The following two types of censoring are considered in most accelerated life testing
plans:

(1) Type I censoring involves running the test unit until a predetermined time. In this
case the censoring times are fixed and the number of failures is random.

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(2) Type II censoring involves testing until a prespecified number of units fails. In this
case, the censoring time is random, and the number of failures is fixed.

Log likelihood

We now develop the log likelihood of an observation t (time to failure) at a single stress
level z and Type I censoring. First, define the indicator function I = I (t ≤ τ ) in terms of
the censoring time τ as:

1 if t ≤ τ , failure observed before time τ ,

I = I (t ≤ τ ) = 
0 if t > τ , censored at time τ .

The log likelihood of a single observation from Type I censored data, at a stress z is:

l = ln L(t ; z ) = I ln f (t ; z ) + (1 − I ) ln R (t ; z ) (10)

Suppose that the ith observation ti corresponds to a value zi and the corresponding log
likelihood is li, then the sample log likelihood l0 for n independent observations is:

l0 = l1 + l2 + L + ln

This is a function of ti, τ , zi and the parameters γ 0 , γ 1 and β . The maximum likelihood

estimates γ늿
0 , γ 1 and β are the parameter values that maximize the above sample log
ˆ

likelihood.

Maximum Likelihood

The first partial derivatives for a single observation with respect to the model parameters
are:

∂ ln L(t ; z ) ∂ ln f (t ; z ) ∂ ln R(t ; z )
=I + (1 − I ) (11)
∂γ 0 ∂γ 0 ∂γ 0

∂ ln L(t ; z ) ∂ ln f (t ; z ) ∂ ln R(t ; z )
=I + (1 − I ) (12)
∂γ 1 ∂γ 1 ∂γ 1

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 ∂ ln L(t ; z ) ∂ ln f (t ; z ) ∂ ln R(t ; z )
=I + (1 − I ) (13)
∂β ∂β ∂β

Summation of Eqs. (11), (12) and (13) over all test units and equating the resultant sum to
zero will provide the maximum likelihood estimates for the model parameters.

The second-partial derivatives with respect to the model parameters are:

∂ 2 ln L(t ; z ) ∂ 2 ln f (t ; z ) ∂ 2 ln R(t ; z )
= I + (1 − I ) (14)
∂γ 0 2 ∂γ 0 2 ∂γ 0 2

∂ 2 ln L(t ; z ) ∂ 2 ln f (t ; z ) ∂ 2 ln R(t ; z )
= I + (1 − I ) (15)
∂γ 12 ∂γ 12 ∂γ 12

∂ 2 ln L(t ; z ) ∂ 2 ln f (t ; z ) ∂ 2 ln R(t ; z )
=I + (1 − I ) (16)
∂γ 0γ 1 ∂γ 0γ 1 ∂γ 0γ 1

∂ 2 ln L(t ; z ) ∂ 2 ln f (t ; z ) ∂ 2 ln R(t ; z )
= I + (1 − I ) (17)
∂β 2 ∂β 2 ∂β 2
The elements of the Fisher information matrix for an observation are the negative
expectations of the above equations:
 ∂ 2 ln L(t ; z )  τ ∂ ln L (t ; z )
2
E −  = −∫0 f (t ; z )dt (18)
 ∂γ 0 2  ∂γ 0 2

 ∂ 2 ln L(t ; z )  τ ∂ ln L (t ; z )
2
E −
 ∂γ 12


= − ∫ 0 ∂γ 12 f (t; z)dt (19)

 ∂ 2 ln L(t ; z )  τ ∂ ln L (t ; z )
2
E −  = −∫0 f (t ; z )dt (20)
 ∂γ 0γ 1  ∂γ 0γ 1

 ∂ 2 ln L(t ; z )  ∞ ∂ ln L (t ; z )
2
E −
 ∂β 2


= − ∫ 0 ∂β 2 f (t; z)dt (21)

Fisher’s Information Matrix

The Fisher information matrix Fz for a single observation at stress level z is a function of
γ 0 , γ 1 , β and z and has the following form:

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  ∂ 2 ln L(t ; z ) ∂ 2 ln L(t ; z ) 
 E[ − ] E[ − ] 0 
 ∂γ 0 2
∂γ 0γ 1 
 ∂ 2 ln L(t ; z ) ∂ 2 ln L(t ; z ) 
Fz =  E[− ] E[− ] 0 
 ∂γ 0γ 1 ∂γ 12 
 ∂ ln L(t ; z ) 
2
 0 0 E[− ]
 ∂β 2 

Since the baseline mean residual life of the PMRL model is assumed to be independent of
the covariates, the correlations between the stress coefficient β and baseline parameters
γ 0 , γ 1 are equal to zero.

Suppose that np1 units are tested at the low stress level zL, and FL is the Fisher
information matrix for a test unit. Also, suppose that np2 units and n(1 - p1 - p2) units are
subjected to test at medium stress level zM and high stress level zH respectively. FM and
FH are the corresponding Fisher information matrices for a test unit. It follows that the
Fisher information matrix for the entire sample is

F = np1 FL + np2 FM + n(1 − p1 − p2 ) FH

which is a function of model parameters γ 0 , γ 1 , β and stress levels z L , zM , z H as well as

the proportions p1 , p2 and p3 for each of the stress levels.

Asymptotic Covariance Matrix

For any test plan, the asymptotic covariance matrix Σ of the maximum likelihood
estimates γ늿
0 , γ 1 and β is the inverse of the corresponding Fisher information matrix F.
ˆ

That is,

Var ( 늿0) Cov ( 0 , 1 ) 0

(늿 0 , 1) ( 1) 0 1

0 0 ( ˆ)

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