Statistical Lifetime Inference With Skew-Wiener Linear Degradation Models

Degradation models are widely used to assess the lifetime information of highly reliable products possessing quality characteristics that both degrade over time and can be related to reliability. The performance of a degradation model largely depends on an appropriate model description of the product´s degradation path. Conventionally, the random or mixed-effect model is one of the most well-known approaches presented in the literature in which the normal distribution is commonly adopted to represent unit-to-unit variability in the degradation model. However, this assumption may not appropriately signify accurate projections for practical applications. This paper is motivated by laser data wherein the normal distribution is relaxed with a skew-normal distribution that consequently provides greater flexibility as it can capture a broad range, non-normal, asymmetric behavior in unit-to-unit variability. Based on the proposed degradation model, we first derive analytical expressions for a product´s lifetime distribution along with its corresponding mean-time-to-failure (MTTF). We then utilize the laser data to illustrate advantages gained by the proposed model. Finally, we address effects from the skewness parameter with regard to the accuracy of both a product´s MTTF and its q th failure quantile; especially when the underlying skew-normal distribution is mis-specified as a normal distribution. The result demonstrates that effects from the skewness parameter on the tail probabilities of a product´s lifetime distribution are not negligible when the random effect of the true degradation model follows a skew-normal distribution.