Accelerated Life Testing for a Class of Linear Hazard Rate Type Distributions

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Abstract
Accelerated life testing for distributions with hazard rate functions of the form r(t) = Ag(t) + Bh(t) are considered. Let V 1, …, V k be stress levels larger than V 0—the stress level under normal conditions [V 0 > 0]—and let a(v) be a nondecreasing function on (0, ∞). We discuss a generalization of the common accelerated models (the power rule model and the Arrhenius model) by assuming that the hazard rate under the stress level V, is of the form (a(V t )) P (Ag(t) + Bh(t)). The maximum likelihood estimators of A, B and P for complete and censored samples are studied. The estimation procedure reduces to a solution of one equation with one unknown parameter. The estimation procedure under the assumption of aging is also described. The asymptotic variance-covariance matrix is given.

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