T-H Confidence Bounds

This subchapter is made up of the following topics:

Approximate Confidence Bounds for the T-H Exponential

Confidence Bounds on the Mean Life

The mean life for the T-H exponential distribution 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:

(12)

(13)

where Kα is defined by:

If is the confidence level, then α = for the two-sided bounds and α = 1- for the one-sided bounds. The variance of is given by:

or:

The variances and covariance of A, b and are estimated from the local Fisher Matrix (evaluated at , , ) as follows:

Confidence Bounds on Reliability

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

where mU and mL are estimated using Eqns. (12) and (13).

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, or:

The corresponding confidence bounds are estimated from:

where mU and mL are estimated using Eqns. (12) and (13).

Approximate Confidence Bounds for the T-H Weibull

Bounds on the Parameters

Using the same approach as previously discussed ( and positive parameters):

and:

The variances and covariances of β, A, b and are estimated from the local Fisher Matrix (evaluated at , , , ) as follows:

where:

Confidence Bounds on Reliability

The reliability function (ML estimate) for the T-H Weibull model is given by:

or:

Setting:

or:

The reliability function now becomes:

The next step is to find the upper and lower bounds on u:

(14)

(15)

where:

or:

The upper and lower bounds on reliability are:

Where uU and uL are estimated using Eqns. (14) and (15).

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 as follows:

or:

Where = ln.

The upper and lower bounds on u are estimated from:

(16)

(17)

where:

or:

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

where uU and uL are estimated using Eqns. (16) and (17).

Approximate Confidence Bounds for the T-H Lognormal

Bounds on the Parameters

Since the standard deviation, and are positive parameters, ln() and ln() are treated as normally distributed, and the bounds are estimated from:

(upper bound)

(lower bound)

and:

(upper bound)

(lower bound)

The lower and upper bounds on and b, are estimated from:

(upper bound)

(lower bound)

and:

(upper bound)

(lower bound)

The variances and covariances of A, , b and are estimated from the local Fisher Matrix (evaluated at , , , ), as follows:

where:

Bounds on Reliability

The reliability of the lognormal distribution is given by:

Let (t, V, U; A, , b, ) = , then .

For t = , = and for t = , = . The above equation then becomes:

The bounds on z are estimated from:

where:

or:

The upper and lower bounds on reliability are:

(upper bound)

(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:

where:

and:

The next step is to calculate the variance of (V, U; , , , ) as follows:

or:

The upper and lower bounds are then found by:

Solving for TU and TL yields:

(upper bound)

(lower bound)

See Also:
Temperature-Humidity Relationship


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