Eyring Confidence Bounds

This subchapter is divided into the following topics:

Approximate Confidence Bounds for the Eyring Exponential

Confidence Bounds on Mean Life

The mean life for the Eyring model is given by Eqn. ( 1) by setting m = L(V). The upper mU and lower mL bounds on the mean life (ML estimate of the mean life) are estimated by:

7.11.15.gif(16)

7.11.16.gif(17)

where Kα is defined by:

7.11.1.gif

If not.gif is the confidence level, then α = 1delta2.gif for the two-sided bounds and α = 1 - not.gif for the one-sided bounds. The variance of mhat.gif is given by:

7.11.2.gif

or:

7.11.3.gif

The variances and covariance of A and B are estimated from the local Fisher Matrix (evaluated at ahat.gif, bhat.gif) as follows:

7.11.4.gif

Confidence Bounds on Reliability

The bounds on reliability at a given time, T, are estimated by:

7.12.1.gif

where mU and mL are estimated using Eqns. (16) and (17).

Confidence Bounds on Time

The bounds on time (ML estimate of time) for a given reliability are estimated by first solving the reliability function with respect to time:

7.13.1.gif

The corresponding confidence bounds are estimated from:

7.13.2.gif

where mU and mL are estimated using Eqns. (16) and (17).

Approximate Confidence Bounds for the Eyring Weibull

Bounds on the Parameters

From the asymptotically normal property of the maximum likelihood estimators and since betahat.gif is a positive parameter, ln (betahat.gif) can then be treated as normally distributed. After performing this transformation, the bounds on the parameters are estimated from:

7.21.1.gif

Also:

7.21.2.gif

and:

7.21.3.gif

The variances and covariances of β, A and B are estimated from the Fisher Matrix (evaluated at betahat.gif, ahat.gif, bhat.gif) as follows:

7.21.4.gif

Confidence Bounds on Reliability

The reliability function for the Eyring-Weibull (ML estimate) is given by:

7.22.1.gif

or:

7.22.2.gif

Setting:

7.22.3.gif

or:

7.22.4.gif

The reliability function now becomes:

7.22.5.gif

The next step is to find the upper and lower bounds on uhat2.gif:

7.22.17.gif(18)

7.22.18.gif(19)

where:

7.22.6.gif

or:

7.22.7.gif

The upper and lower bounds on reliability are:

7.22.8.gif

where uU and uL are estimated using Eqns (18) and (19).

Confidence Bounds on Time

The bounds on time (ML estimate of time) for a given reliability are estimated by first solving the reliability function with respect to time:

7.23.1.gif

or:

7.23.2.gif

where uhat2.gif = ln that.gif. The upper and lower bounds on uhat2.gif are then estimated from:

7.23.19.gif(20)

7.23.20.gif(21)

where:

7.23.3.gif

or:

7.23.4.gif

The upper and lower bounds on time are then found by:

7.23.5.gif

where uU and uL are estimated using Eqns. (20) and (21).

Approximate Confidence Bounds for the Eyring Lognormal

Bounds on the Parameters

The lower and upper bounds on A and B are estimated from:

7.31.1.gif (upper bound)

7.31.01.gif (lower bound)

and

7.31.2.gif (upper bound)

7.31.02.gif (lower bound)

Since the standard deviation, otdash2.gif is a positive parameter, ln (otdash2.gif) is treated as normally distributed and the bounds are estimated from:

7.31.3.gif (upper bound)

7.31.03.gif (lower bound)

The variances and covariances of A, B and OT2.gif are estimated from the local Fisher Matrix (evaluated at ahat.gif, bhat.gif, otdash2.gif) as follows:

7.31.4.gif

where

7.31.5.gif

Bounds on Reliability

The reliability of the lognormal distribution is given by:

7.32.1.gif

Let zhat2.gif(t, V; A, B, OT.gif) = eqn. 4.gif, then dzdt.gif.

For t = Tdash2.gif, zhat2.gif = eqn. 5.gif and for t = oo.gif, zhat2.gif = oo.gif.The above equation then becomes:

7.32.2.gif

The bounds on z are estimated from:

7.32.3.gif

where:

7.32.4.gif

or:

7.32.5.gif

The upper and lower bounds on reliability are:

7.32.6.gif (upper bound)

7.32.06.gif (lower bound)

Confidence Bounds on Time

The bounds around time for a given lognormal percentile (unreliability) are estimated by first solving the reliability equation with respect to time as follows:

7.33.1.gif

where:

7.33.2.gif

and:

7.33.3.gif

The next step is to calculate the variance of Tdash2.gif (V; ahat.gif, bhat.gif, otdash2.gif):

7.33.4.gif

or:

7.33.5.gif

The upper and lower bounds are then found by:

7.33.6.gif

Solving for TU and TL yields:

7.33.7.gif (upper bound)

7.33.8.gif (lower bound)

See Also:
Eyring Relationship


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