Inferences about correlation structure based on proof loading experiments

Units can have two or more important strength properties. A procedure is described for estimating the correlation between two strength properties that, individually, can only be observed through destructive testing. The procedure involves proof loading a unit in one failure mode and then loading survivors, in a second mode, to failure. We first review results for the case where the two strength properties follow a bivariate normal distribution. The selection of an optimal single proof load is highlighted. A new nonparametric formulation is also explored and estimation of mixed moments and the correlation considered. Some large sample estimation results are also given.