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Owen McGrath

Publications and source records attributed to Owen McGrath.

3 recordsLinked to original sources

A General Simulation-Based Optimisation Framework for Multipoint Constant-Stress Accelerated Life Tests

Accelerated life testing (ALT) is a method of reducing the lifetime of components through exposure to extreme stress. This method of obtaining lifetime information involves the design of a testing experiment, i.e., an accelerated test plan. In this work, we adopt a simulation-based approach to obtaining optimal test plans for constant-stress accelerated life tests with multiple design points. Within this simulation framework we can easily assess a variety of test plans by modifying the number of test stresses (and their levels) and evaluating the allocation of test units. We obtain optimal test plans by utilising the differential evolution (DE) optimisation algorithm, where the inputs to the objective function are the test plan parameters, and the output is the RMSE (root mean squared error) of out-of-sample (extrapolated) model predictions. When the life-stress distribution is correctly specified, we show that the optimal number of stress levels is related to the number of model parameters. In terms of test unit allocation, we show that the proportion of test units is inversely related to the stress level. Our general simulation framework provides an alternative approach to theoretical optimisation, and is particularly favourable for large/complex multipoint test plans where analytical optimisation could prove intractable. Our procedure can be applied to a broad range of experimental scenarios, and serves as a useful tool to aid practitioners seeking to maximise component lifetime information through accelerated life testing.

stat.AP↗

Binomial confidence intervals for rare events: importance of defining margin of error relative to magnitude of proportion

Confidence interval performance is typically assessed in terms of two criteria: coverage probability and interval width (or margin of error). In this paper, we assess the performance of four common proportion interval estimators: the Wald, Clopper-Pearson (exact), Wilson and Agresti-Coull, in the context of rare-event probabilities. We define the interval precision in terms of a relative margin of error which ensures consistency with the magnitude of the proportion. Thus, confidence interval estimators are assessed in terms of achieving a desired coverage probability whilst simultaneously satisfying the specified relative margin of error. We illustrate the importance of considering both coverage probability and relative margin of error when estimating rare-event proportions, and show that within this framework, all four interval estimators perform somewhat similarly for a given sample size and confidence level. We identify relative margin of error values that result in satisfactory coverage whilst being conservative in terms of sample size requirements, and hence suggest a range of values that can be adopted in practice. The proposed relative margin of error scheme is evaluated analytically, by simulation, and by application to a number of recent studies from the literature.

stat.AP↗

Toric double determinantal varieties

We examine Li's double determinantal varieties in the special case that they are toric. We recover from the general double determinantal varieties case, via a more elementary argument, that they are irreducible and show that toric double determinantal varieties are smooth. We use this framework to give a straighforward formula for their dimension. Finally, we use the smallest nontrivial toric double determinantal variety to provide some empirical evidence concerning an open problem in local algebra.

math.AC↗