A Kalman-Filter Smoothing Approach for Extrapolations in Certain Dose–Response, Damage-Assessment, and Accelerated-Life-Testing Studies

In this expository paper, a new method for inference and extrapolations in certain dose–response, damage-assessment, and accelerated-life-testing studies is advocated. The method is based on the use of Kalman-filter smoothing. A distribution theory involving the double lognormal distribution is outlined, and some suggestions for implementing the method are made. An expository development of the backward recursive equations for Kalman-filter smoothing is given in an appendix.