An Optimal Sequential Accelerated Life Test

Abstract : Optimal sequential designs are investigated for experiments to test whether a device subjected to a standard stress has an expected lifetime exceeding a specified value. It is assumed that the lifetime is exponentially distributed, with expectation a function of the stress and an unknown parameter; we assume this function is known (at least for some range of stresses). At each stage of experimentation, the experimenter chooses a stress level and obtains an observation of lif time at a cost proportional to the expected lifetime, i.e., proporional to the expected length of time requir d to obtain the obser ation. This cost may make it desirable to choose a greater than standard stress and perform an accelerated test. The case where the reciprocal of the expected life time is a quadratic function of stress is given particular attention. At each stage of experimentation, the optimal design involves randomizing between at most two stress levels. (Author)