Bayesian Analysis of Step‐Stress Accelerated Life Test with Exponential Distribution

In this article, we propose a general Bayesian inference approach to the step‐stress accelerated life test with type II censoring. We assume that the failure times at each stress level are exponentially distributed and the test units are tested in an increasing order of stress levels. We formulate the prior distribution of the parameters of life‐stress function and integrate the engineering knowledge of product failure rate and acceleration factor into the prior. The posterior distribution and the point estimates for the parameters of interest are provided. Through the Markov chain Monte Carlo technique, we demonstrate a nonconjugate prior case using an industrial example. It is shown that with the Bayesian approach, the statistical precision of parameter estimation is improved and, consequently, the required number of failures could be reduced. Copyright © 2011 John Wiley & Sons, Ltd.