The concept and definition of linear process with independent increments were presented.Then the regression model and analysis method for linear process with independent increments were established.Furthermore

the regression equation and confidence limit curves were given.The proposed method extends the traditional regression analysis which is only suitable to data points to stochastic processes.Therefore the linear processes with independent increments such as performance degradation and crack propagation can be analyzed as an integration by the method.Compared with the traditional method

the presented method not only has higher precision but also solves the problem of reliability assessment with very small sample.The method has been applied in reliability tests successfully

showing that a great number of specimens can be saved.