Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process

Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process

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The Inverse Gaussian process is a useful stochastic process to model the monotonous degradation process of a certain component.Owing to the phenomenon that the degradation processes often exhibit multi-stage characteristics because of the internal degradation mechanisms and external environmental factors, a change-point Inverse Gaussian process is studied in this paper.A modified information criterion ORIG HOT SAUCE method is applied to illustrate the existence and ORG BROWN BASMATI RICE estimate of the change point.A reliability function is derived based on the proposed method.The simulations are conducted to show the performance of the proposed method.

As a result, the procedure outperforms the existing procedure with regard to test power and consistency.Finally, the procedure is applied to hydraulic piston pump data to demonstrate its practical application.