Imprecise inference based on the log-rank test for accelerated life testing

Abstract

This paper presents an imprecise predictive inference method for accelerated life testing. The method is largely nonparametric, with a basic parametric function to link different stress levels. The log-rank test is used to provide imprecision for the link function parameter, which in turn provides robustness in the resulting lower and upper survival functions for a future observation at the normal stress level. An application using data from the literature is presented, and simulations show the performance and robustness of the method. In case of model misspecification, robustness may be achieved at the price of large imprecision, which would emphasize the need for more data or further model assumptions.