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Crow-AMSAA (NHPP) Model

Grouped Data for the Crow-AMSAA Model

Grouped Data Confidence Bounds for the Crow-AMSAA Model

This section of the on-line reference includes the following subsections:

Bounds on Beta

Fisher Matrix Bounds

The parameter β must be positive, thus lnβ is treated as being normally distributed as well. MATHThe approximate confidence bounds are given as: MATH (34)

$\widehat{\beta }$ can be obtained by MATH.

All variance can be calculated using the Fisher Matrix: MATH (35) Λ is the natural log-likelihood function where ln2T = (lnT)2 and:

MATH MATH

Crow Bounds

Step 1: Calculate MATH.

Step 2: Calculate: MATH

Step 3: Calculate MATH and MATH. Thus an approximate 2-sided (1 - α) 100-percent confidence interval on $\widehat{\beta }$ is: MATH (36)

Bounds on Lambda

Fisher Matrix Bounds

The parameter λ must be positive, thus lnλ is treated as being normally distributed as well. These bounds are based on: MATHThe approximate confidence bounds on λ are given as: MATH (37)where: MATHThe variance calculation is the same as Eqn. (35).

Crow Bounds

Time Terminated Data

For the 2-sided (1 - α) 100-percent confidence interval, the confidence bounds on λ are:

MATH (38)
MATH (39)

Failure Terminated Data

For the 2-sided (1 - α) 100-percent confidence interval, the confidence bounds on λ are:

MATH (40)
MATH (41)

Bounds on Growth Rate

Fisher Matrix Bounds

Since the growth rate is equal to 1 - β, the confidence bounds are calculated from:

      MATH (42)
MATH

For the Fisher Matrix confidence bounds, βL and βU are obtained from Eqn. (34). For the Crow bounds, βL and βU are obtained from Eqn. (36).

Bounds on Cumulative MTBF

Fisher Matrix Bounds

The cumulative MTBF, mc(t), must be positive, thus lnmc(t) is treated as being normally distributed as well. MATHThe approximate confidence bounds on the cumulative MTBF are then estimated from:

MATH (43) where: MATH

MATHThe variance calculation is the same as Eqn. (35) and: MATH

Crow Bounds

Calculate the Crow cumulative failure intensity confidence bounds: MATH MATH

Then:

      MATH (44)
MATH

Bounds on Instantaneous MTBF

Fisher Matrix Bounds

The instantaneous MTBF, mi(t), must be positive, thus lnmi(t) is approximately treated as being normally distributed as well. MATH

The approximate confidence bounds on the instantaneous MTBF are then estimated from: MATH (45) where: MATH MATH

The variance calculation is the same as Eqn. (35) and:

MATH

Crow Bounds

Step 1: Calculate MATH.

Step 2: Calculate: MATH

Step 3: Calculate MATH and MATH. Thus an approximate 2-sided (1 - α) 100-percent confidence interval on $\hat{m}_{i}(t)$ is:

MATH

Bounds on Cumulative Failure Intensity

Fisher Matrix Bounds

The cumulative failure intensity, λc(t), must be positive, thus lnλc(t) is treated as being normally distributed. MATH

The approximate confidence bounds on the cumulative failure intensity are then estimated from: MATH (46)

where: MATH and: MATH

The variance calculation is the same as Eqn. (35) and: MATH

Crow Bounds

The Crow cumulative failure intensity confidence bounds are given as:

      MATH (47)
MATH

Bounds on Instantaneous Failure Intensity

Fisher Matrix Bounds

The instantaneous failure intensity, λi(t), must be positive, thus lnλi(t) is treated as being normally distributed. MATHThe approximate confidence bounds on the instantaneous failure intensity are then estimated from: MATH (48)

where λi(t) = λβtβ-1 and: MATH

The variance calculation is the same as Eqn. (35) and: MATH

Crow Bounds

The Crow instantaneous failure intensity confidence bounds are given as:

      MATH (49)
MATH

Bounds on Time Given Cumulative MTBF

Fisher Matrix Bounds

The time, T, must be positive, thus lnT is treated as being normally distributed. MATHConfidence bounds on the time are given by: MATH (50)where: MATHThe variance calculation is the same as Eqn. (35) and:

 MATH

MATH

Crow Bounds

Step 1: Calculate MATH.

Step 2: Use the equations presented in the Bounds on Time Given Cumulative Failure Intensity for the Crow-AMSAA Model section of this on-line reference to calculate the bounds on time given the cumulative failure intensity.

Bounds on Time Given Instantaneous MTBF

Fisher Matrix Bounds

The time, T, must be positive, thus lnT is treated as being normally distributed. MATHConfidence bounds on the time are given by: MATH (51)where: MATHThe variance calculation is the same as Eqn. (35) and:

MATH

MATH

Crow Bounds

Step 1: Calculate the confidence bounds on the instantaneous MTBF:

MATH

Step 2: Use equations presented in the Bounds on Instantaneous MTBF for the Crow-AMSAA Model section of this on-line reference to calculate the time given the instantaneous MTBF.

Bounds on Time Given Cumulative Failure Intensity

Fisher Matrix Bounds

The time, T, must be positive, thus lnT is treated as being normally distributed. MATHConfidence bounds on the time are given by: MATHwhere: MATHThe variance calculation is the same as Eqn. (35) and: MATHMATH

Crow Bounds

Step 1: Calculate:

MATH

Step 2: Estimate the number of failures:

MATH

Step 3: Obtain the confidence bounds on time given the cumulative failure intensity by solving for t1 and tu in the following equations:

      MATH (52)
MATH

Bounds on Time Given Instantaneous Failure Intensity

Fisher Matrix Bounds

The time, T, must be positive, thus lnT is treated as being normally distributed. MATHConfidence bounds on the time are given by: MATH (53)where: MATHThe variance calculation is the same as Eqn. (35) and: MATH

MATH

Crow Bounds

Step 1: Calculate MATH.

Step 2: Follow the same process presented in the Bounds on Time Given Instantaneous MTBF for the Crow-AMSAA Model section of this on-line reference to calculate the bounds on time given the instantaneous failure intensity.

Bounds on Cumulative Number of Failures

Fisher Matrix Bounds

The cumulative number of failures, N(t), must be positive, thus lnN(t) is treated as being normally distributed. MATH

MATH (54)

where: MATH MATH

The variance calculation is the same as Eqn. (35) and: MATH

Crow Bounds

The Crow confidence bounds on cumulative number of failures are:

      MATH (55)
MATH

where λi(T)L and λi(T)U can be obtained from Eqn. (49).