Sample allocation and selection technology is of great significance in the test plan design of prognostics validation. Considering the existing researches, the importance of prognostics samples of different moments is not considered in the degradation process of a single failure. Normally, prognostics samples are generated under the same time interval mechanism. However, a prognostics system may have low prognostics accuracy because of the small quantity of failure degradation and measurement randomness in the early stage of a failure degradation process. Historical degradation data onto equipment failure modes are collected, and the degradation process model based on the multi-stage Wiener process is established. Based on the multi-stage Wiener process model, we choose four parameters to describe different degradation stages in a degradation process. According to four parameters, the sample selection weight of each degradation stage is calculated and the weight of each degradation stage is used to select prognostics samples. Taking a bearing wear fault of a helicopter transmission device as an example, its degradation process is established and sample selection weights are calculated. According to the sample selection weight of each degradation process, we accomplish the prognostics sample selection of the bearing wear fault. The results show that the prognostics sample selection method proposed in this article has good applicability.