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Accelerated life-testing (ALT) is a very useful technique for examining thereliability of highly reliable products. It allows testing the products athigher than usual stress conditions to induce failures more quickly andeconomically than under typical conditions. A special case of ALT arestep-stress tests that allow experimenter to increase the stress levels atfixed times. This paper deals with the multiple step step-stress model underthe cumulative exposure model with lognormally distributed lifetimes in thepresence of Type-II and Progressive Type-II censoring. For this model, themaximum likelihood estimates (MLE) of its parameters, as well as thecorresponding observed Fisher Information Matrix (FI), are derived. Thelikelihood equations do not lead to closed-form expressions for the MLE, andthey need to be solved by means of an iterative procedure, such as theNewton-Raphson method. We then evaluate the bias and mean square error of theestimates and provide asymptotic and bootstrap confidence intervals. Finally,in order to asses the performance of the confidence intervals, a Monte Carlosimulation study is conducted.

Inference for a Step-Stress Model With Type-II and Progressive Type-II Censoring and Lognormally Distributed Lifetimes