Analyzing Degradation by an Independent Increment Process

There is no denying that degradation test is a widely used technique to assess the life‐time information for complex systems and highly reliable products. In this paper, motivated by laser degradation data, valve recession data and independent increment process theory, we propose an independent increment random process method, in which linear mean and standard deviation functions are used to describe the degradation procedure. A one‐stage maximum likelihood estimation of parameters is established. Product's mean‐time‐to‐failure and percentile of the failure time distribution are also derived. The proposed method is illustrated and verified in practice degradation analyzing for the two motivating data sets. It shows that the model can provide reasonable results.