T-NT Confidence Bounds

This subchapter includes the following topics:

Approximate Confidence Bounds for the T-NT Exponential

Confidence Bounds on the Mean Life

The mean life for the T-NT 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:

(13)

(14)

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 B, C and n are estimated from the local Fisher Matrix (evaluated at , , ) as follows:

where:

Confidence Bounds on Reliability

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

where mU and mL are estimated using Eqns. (13) and (14).

Confidence Bounds in Time

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

The corresponding confidence bounds are estimated from:

where mU and mL are estimated using Eqns. (13) and (14).

Approximate Confidence Bounds for the T-NT Weibull

Bounds on the Parameters

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

and:

The variances and covariances of β, B, C and n are estimated from the Fisher Matrix (evaluated at , , , ) as follows:

where:

Confidence Bounds on Reliability

The reliability function (ML estimate) for the T-NT 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:

(15)

(16)

where:

or:

The upper and lower bounds on reliability are:

where uU and uL are estimated using Eqns. (15) and (16).

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:

(17)

(18)

where:

or:

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

where uU and uL are estimated using Eqns. (17) and (18).

Approximate Confidence Bounds for the T-NT 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 B and n, are estimated from:

(upper bound)

(lower bound)

and

(upper bound)

(lower bound)

The variances and covariances of B, C, n 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, U, V; B, C, n, ) = ,

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 (U, V; , , , ):

or:

The upper and lower bounds are then found by:

Solving for TU and TL yields:

See Also:
Temperature-NonThermal Relationship


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