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PreviousLecture:
3parameterWeilbull distribution
Weilbull plot(=0),Nonlinearplots(>0),
Estimating
JardineAppendix2
WeibullSoft demosoftware
2
ReliabilityandMaintenance
TodaysLecture:
ConfidenceIntervalforWeibull plot
KolmogorovSmirnovgoodnessoffittest
Suspensionandcensoreddata(smallsamplesize)
WeibullSoft demo
Appendix2 Jardinebook
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ConfidenceIntervalforWeibull plot
UsingWeilbull plot,ifthetime(t)thatamotorhas
beenrunningeg.10hrs,onecanobtainits
probabilityoffailingQ(t)(orF(t)usingbooks
notation),eg.F(10)=0.7.
Supposewantingtofinda(1)confidenceinterval
forF(t),whereistheriskwillingtoacceptthat
theintervalfounddoesnotcontainthetrueF(t).
ConfidenceIntervalforWeibull plot
A90%confidenceintervalmeansthatweare90%
confidentthattherealF(t)iscontainedinthe
interval.
Procedureforfindinga90%confidenceinterval
Plotthe5%ranks(Appendix9)and95%ranks(Appendix
10)ontoyourplotofti VSF(ti)onWeibull paperas
illustratedinFigureA2.12
Obtaintheconfidenceintervaldirectlyfromplot
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ConfidenceIntervalforWeibull plot
Example1
10batteriesaretestedfor9hrs.Attheendoftest,
2werestillworking(censoreddata).Thefailures
timeswere1.25,2.4,3.2,4.5,5.0,6.5,7.0,8.25
hrs.
a) Providea90%confidenceintervalforthe
probabilitythata4.5hrbatterywillfail.
b) Providea90%confidenceintervalforthetime
atwhich20%ofthebatterieswouldfailed.
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Example1Solution
Smallsamplesize,usemedianranktogetF(t):
Ranki Timetofail %F(ti)
5%rank 95%rank
N=10batteries
1
2
3
4
5
6
7
8
9
10
(ti)
1.25hrs
2.4
3.2
4.5
5.0
6.5
7.0
8.25
i 0. 3
(100) 6.697
10 0.4
16.22
25.85
35.51
45.16
54.83
64.49
74.14
Censoreddata
.512
25.8
3.67
8.72
15.0
22.2
30.35
39.33
49.31
39.41
50.6
60.6
69.6
77.7
84.9
91.2
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Example1Solution
Plot%F(ti)onYaxisandtimeti onXaxis,as
wellas5%ranksand95%ranks,FigureA2.14
Fromplot,90%confidenceintervalforthe
probabilitythata4.5hrbatterywillfailis16%
64%.
Example1Solution
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Example1Solution
b)TheBq lifeofantimeisthetimeatwhichq%
ofthepopulationwouldhavefailed.Hereq=
20.FromtheplotB20 =2.72hrs.The90%
confidenceintervalis1.1 5.0hrs (seefigure
A2.15)
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12
KolmogorovSmirnovgoodnessoffit
test
TheKStestisatooltodetermineifahypothesized
distributionfitsadatatest.
Applicabletoexponential,normal,weilbullany
distribution
Let
=failuredistributionderivedfromobserved
failuretimes
F(t)=truefailuredistribution,eg.anexponential
failuredistributionfunction
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KolmogorovSmirnovgoodnessoffit
test
Hypothesistesting
Ho:
HA:
RejectnullhypothesisHo ifd>d
Where
FigureA2.16
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KolmogorovSmirnovgoodnessoffit
test
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KolmogorovSmirnovgoodnessoffit
test
Hypothesistestingatasignificancelevel
meansthatwearewillingtoacceptasarisk
ofwronglyrejectingthenullhypothesis,when
itisindeedtrue.
Valuesofd (criticalvalues)aregivenin
Appendix11.
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Example2
5motorsaretested,theirfailuretimesare2,5,
6,8,10hrs.Thedataisplottedonweibull
paperandtheestimatedparametersare=0,
=1.64,=7.36.
UsetheKStestat10%significancelevelto
determineifthefailuretimesfitsaWeibull
distributionwithaboveparameters.
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Example2Solution
smallsamplesizeN=5,usemedianranktoobtain
failuredistributionfunction
Time
tofail
(ti)
F (ti )
i 0.3
| F (ti ) F (ti ) | | F (ti ) F (ti 1 ) |
F (ti )
5 0.4
0.111
0.129
0.018
0.412
0.314
0.098
0.238
0.283
0.511
0.5
0.011
0.197
0.197
0.682
0.686
0.004
0.182
0.182
10
0.809
0.871
0.062
0.123
0.123
0.018
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Example2Solution
NoteforWeilbull:
Henced=0.283.
ForsamplesizeN=5andlevel=.10(i.e.,
10%),d =0.51
Sinced<d,donotrejectHo,concludethat
datafitsweibull withparameters=0,=
1.64,=7.36.
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