Slide

1-2

Parameter Estimation

Consider following times to failure of a sample of 10 units:

410, 1050, 825, 300, 660, 900, 500, 1200, 750 and 600 hours.
Calculate the Weibull Paramters for this data.
 Slide
1-3

Parameter Estimation
410, 1050, 825, 300, 660, 900, 500, 1200, 750 and 600 hours.
 Step 1

 Write the data in ascending order and tabulate it against the corresponding
F(t) values (Median Ranks) for a sample size of 10.
i t (i) F(t)
i  0.3
1 300 6.7 Median Rank =
2 410 16.35 N  0.4
3 500 25.96
4 600 35.58
5 660 45.19
6 750 54.81
7 825 64.42
8 900 74.04
9 1050 83.65
10 1200 93.27
 Slide
1-4

Parameter Estimation
410, 1050, 825, 300, 660, 900, 500, 1200, 750 and 600 hours.
 Step 2

 Plot on the Weibull paper the ranked hours at failure t(i) on the horizontal axis
against the corresponding F(t) value on the vertical axis .
 Draw a line passing through all the points
i t (i) F(t)
1 300 6.7 i  0.3
2 410 16.35 Median Rank =
3 500 25.96 N  0.4
4 600 35.58
5 660 45.19
6 750 54.81
7 825 64.42
8 900 74.04
9 1050 83.65
10 1200 93.27
 Slide
1-5

(1200,93.27)
(1050,83.65)
(900,74.04)
(825,64.42)
(750,54.81)
(660,45.19)
(600,35.58)
(500,25.96)

(410,16.35)

(300,6.7)

100 1000 10000

 Slide
1-6

Parameter Estimation
 Step 3
 Estimate the shape parameter (α) by drawing a line parallel to the fitted line
such that it passes through the vertical axis at 63.2%.
 Estimate scale parameter (β) by drawing a vertical line corresponding to a
value of F(t) = 63.2% on the horizontal axis.
 Slide
1-7
α = 2.65

β = 820

100 1000 10000

 Slide
1-8

Parameter Estimation
 Estimation of Shape Parameter (α) and Scale Parameter (β)

(t/β )α
Cumulative Distribution Function F(t) 1 e
(t/β )α
R(t) 1 F(t) e
1
e(t/β ) α

1 F(t)
 Slide
1-9

Parameter Estimation
 Estimation of Shape Parameter (α) and Scale Parameter (β)

1
e (t/β ) α

1 F(t)
1
ln[ ]  ln[e ] (t/β ) α

1 F(t)
1 t α
ln[ ] ( )
1  F(t) β
 Slide
1-10

Parameter Estimation
 Estimation of Shape Parameter (α) and Scale Parameter (β)
1 t α
ln[ ] ( )
1  F(t) β
1 t α
ln.ln[ ]  ln( )
1  F(t) β
1
ln.ln[ ]  αlnt - αlnβ
1  F(t)
 Slide
1-11

Parameter Estimation
 Estimation of Shape Parameter (α) and Scale Parameter (β)
1
ln.ln[ ]  αlnt - αlnβ
1  F(t)
1
If we let: y  ln.ln[ ]
1  F(t)
y  αlnt - αlnβ
This is the equation of a straight line (y = mx + b) with slope = α
and intercept = – αln β
 Slide
1-12

Parameter Estimation
 Rank Regression (or Least Squares) Method
 a straight line be fitted to a set of data points, such that the
sum of the squares of the distance of the points to the
fitted line is minimized.
 Can be done on Y or X.

RR on Y RR on X

Eqn y  aˆ  bˆx x  aˆ  bˆy

N N
Minimize   (a  bx i  yi ) 2
  (a  by i  xi ) 2

i1 i1

aˆ  αlnβ ; bˆ  α
 Slide
1-13

Parameter Estimation
RR on Y RR on X

N N N N

 yi  xi  xi  yi
aˆ  i1
 bˆ i1  y  bˆx aˆ  i1
 bˆi1 ˆ
 x  by
N N N N
N N N N

N
 xi  yi N
 xi  yi
 xi yi   xi yi 
i1 i1 i1 i1

bˆ  i1
N
N bˆ  i1
N
N
N (  xi ) 2
N (  yi ) 2
x  i
2
i1
N
y  i
2
i1
N
i1 i1
 Slide
1-14

Parameter Estimation
Six identical units are being tested under same conditions. All of
these units fail during the test after operating the following number
of hours, ti: 93, 34, 16, 120, 53 and 75.
Estimate the values of the parameters for a two-parameter Weibull
distribution.
Order Time to F(tii) Xii = ln(tii) Xii22 yii yii22 Xii .yii
No. Failure
1 16 0.1094 2.7726 7.6873 -2.1583 4.6582 -5.9840
2 34 0.2656 3.5264 12.4352 -1.1802 1.393 -4.1620
3 53 0.4218 3.9703 15.7632 -0.6030 0.3637 -2.3943
4 75 0.5781 4.3175 18.6407 -0.146 0.0213 -0.6303
5 93 0.7344 4.5326 20.5445 0.2851 0.0813 1.2923

6 120 0.8906 4.7875 22.9201 0.7955 0.6328 3.8083

Σ 23.9068 97.9909 -3.007 7.1502 -8.0699
 Slide
1-15

Parameter Estimation
Xi = ln(ti) Xi 2 yi yi 2 Xi .yi

Σ 23.9068 97.9909 -3.007 7.1502 -8.0699

N N

N
 xi  yi 23.9068x( 3.007)
 xi yi   8.069 
i1 i1

bˆ  i1 N  6
N
(23.9068)2
N (  xi ) 2 97.9909 
 i 
x 2
i1
6
 1.4301
i1
N
 Slide
1-16

Parameter Estimation
Xi = ln(ti) Xi 2 yi yi 2 Xi .yi

Σ 23.9068 97.9909 -3.007 7.1502 -8.0699

N N

 yi  xi  3.007 23.9068
aˆ 
i1
 bˆ i1  y  bˆx   1.4301
N N 6 6
 -6.19935
α  bˆ 1.4308
aˆ 6.19935
β e α e 1.4308
 76.318hr
 Slide
1-17

Parameter Estimation
410, 1050, 825, 300, 660, 900, 500, 1200, 750 and 600 hours.
 Step 1

 Write the data in ascending order and tabulate it against the corresponding
F(t) values (Median Ranks) for a sample size of 10.
i t (i) F(t)
i  0.3
1 300 6.7 Median Rank =
2 410 16.35 N  0.4
3 500 25.96
4 600 35.58
5 660 45.19
6 750 54.81
7 825 64.42
8 900 74.04
9 1050 83.65
10 1200 93.27
 Slide
1-18

Parameter Estimation
t(i) = 410, 1050, 825, 300, 660, 900, 500, 1200, 750 and 600 hours.
No. Time to F(tii) Xii = ln(tii) Xii22 yii yii22 Xii .yii
Failure
5.704 32.536 -2.669
-15.222
2 410 16.35 6.016 36.192 -1.723 2.969 -10.366
3 500 25.96 6.215 38.626 -1.202 1.445 -7.471

4 600 35.58 6.397 40.922 -0.822 0.675 -5.256

5 660 45.19 6.492 42.146 -0.509 0.259 -3.302
6 750 54.81 6.620 43.824 -0.230 0.053 -1.525
7 825 64.42 6.715 45.091 0.033 0.001 0.221
8 900 74.04 6.802 46.267 0.299 0.089 2.034
9 1050 83.65 6.956 48.386 0.594 0.353 4.131
10 Σ 1200 93.27 7.090
65.007 50.268
424.259 0.993
-5.236 0.986
13.951 7.038
-29.716
 Slide
1-19

Parameter Estimation
Xi = ln(ti) Xi 2 yi yi 2 Xi .yi

Σ 65.007 424.259 -5.236 13.951 -29.716

N N

N
 xi  yi 65.007x(5.236)
 xi yi 
i1 i1
 29.716 
bˆ  i1
N
N  10
(  xi ) 2 (65.007) 2
N 424.259 
 i 
x 2
i1 10
i1
N
 2.59
 Slide
1-20

Parameter Estimation
Xi = ln(ti) Xi 2 yi yi 2 Xi .yi

Σ 65.007 424.259 -5.236 13.951 -29.716

N N

 yi  xi  5.236 65.007
aˆ 
i1
bˆ i1
 y bx 
ˆ  2.59
N N 10 10
 -17.361
α  bˆ 2.59
-â 17.361
βe  e α 2.59
 814.719hr
 Slide
1-21

Parameter Estimation
 Types of Failure Data
 Can be classified into two categories
Failure Data

Complete Censored

Left Censored Right Censored

 Slide
1-22

Parameter Estimation
1. Complete Data
A data set which is composed of times to failure of all units in
the sample
E.g. If 5 units were tested and all of them failed then the recorded
failure times would provide a complete data set.
 Slide
1-23

Parameter Estimation
2. Censored Data
Arises in situations where some units in the sample may not have failed.
Or the times to failure of all units are not known at the time of analysis.
There are three types of censored data
1. Right Censored (Suspended)
 Composed of units that did not fail
 Times to failure is to the right of our data
 E.g. If 10 devices were tested and only 7 failed by the end of the test.
 The three units would continue working and failure would occur to the
right of our data point on time scale.
 Slide
1-24

Parameter Estimation
2. Censored Data
Arises in situations where some units in the sample may not have failed.
Or the times to failure of all units are not known at the time of analysis.
There are three types of censored data
2. Interval Censored
 Reflect uncertainty as to the exact times the devices failed within an
interval.
 E.g. If a device was tested at 1000 units and found working and then
tested at 1200 units and found not working.
 Exact time of failure is unknown but it is known that it occurred between
interval [1000, 1200]
 Slide
1-25

Parameter Estimation
2. Censored Data
Arises in situations where some units in the sample may not have failed.
Or the times to failure of all units are not known at the time of analysis.
There are three types of censored data
3. Left Censored
 Reflect uncertainty as to the exact times the devices failed but the
failure time is only known to be before a certain time.
 E.g. If a device was tested at 1000 units and found failed.
 Exact time of failure is unknown.
 Slide
1-26

Parameter Estimation
 Analysis of Suspended Data
 To accommodate suspensions in the data, we assign an average order number to
each failure time.

 Assume four items were tested and following data was obtained

Failure or Symbol Hours on Test

Suspension
Failure F1 84
Suspension S1 91
Failure F2 122
Failure F3 274
 Slide
1-27

Parameter Estimation
 Analysis of Suspended Data
 If the suspended item had continued to failure, then we will have
three possible outcomes for the order of failures:
Outcome 1 Outcome 2 Outcome 3
F1 F1 F1
S1→F F2 F2
F2 S1→F F3
F3 F3 S1→F

 The first observed failure time is not affected by the suspension and
its order number will always be j = 1
 For the second failure time, it can have either an order number j = 2
(two ways) or an order number j = 3 (one way)
 Third failure time can have either order number j = 3 (one way) or
order number j = 4 (two ways).
 Slide
1-28

Parameter Estimation
 Analysis of Suspended Data
 Therefore, Order number of first failure time = 1
 An average order number is assigned to both 2nd and 3rd
failure times as follows:

2x2  1x3
2nd Failure Time j  2.33
3
2x4  1x3
3rd Failure Time j  3.67
3
 Slide
1-29

Parameter Estimation
 Analysis of Suspended Data
 Order numbers of the three failure times and their median ranks are
listed in following table

Failure Hours on Test Order Number Median Rank

F1 84 1 0.159
F2 122 2.33 0.461
F3 274 3.67 0.766

i  0.3
MedianRank  N=4
N  0.4
 Slide
1-30

Parameter Estimation
 Analysis of Suspended Data
 Finding all possible sequences for a mixture of several failures
and suspensions in order to calculate the average order
number for each failure would be a very time consuming task.
 There is a simple formula for calculating order numbers by
computing the increments as follows

(N  1)  (Previous order number)

Inc 
1  (number of items following suspended set)
 Slide
1-31

Parameter Estimation
 Analysis of Suspended Data
(N  1)  (Previous order number)
Inc 
1  (number of item following suspended set)
Failure Hours on Test Order Number Median Rank

F1 84 1 0.159
F2 122 2.33 0.461
F3 274 3.67 0.766

(4  1)  (1) F2 = 1 + 1.33 = 2.33

Inc   1.333
1  (2) F3 = 2.33 + 1.33 = 3.66
 Slide
1-32

Parameter Estimation
 Analysis of Suspended Data
Failure or Hours on Test Order
Suspension Number
F1 500 1
F2 620 2
S1 780
S2 830
F3 850 3.4 (8  1)  (2)
F4 970 4.8 Inc   1.4
1  (4)
S3 990
F5 1150 6.9 (8  1)  (4.8)
Inc   2.1
1  (1)
 Slide
1-33

Parameter Estimation
 Analysis of Suspended Data
Failure or Hours on Test Order Median (j - 0.3)
Suspension Number Rank 
8  (0.4)
F1 500 1 0.083
F2 620 2 0.202
S1 780
S2 830
F3 850 3.4 0.369
F4 970 4.8 0.536

S3 990
F5 1150 6.9 0.786
 Slide
1-34

Parameter Estimation
 Analysis of Suspended Data
Hours on Order Median Xi = ln(ti) Xi2 yi yi2 Xi .yi
Test No. Rank
500 1 0.083 6.2146 38.6212 -2.446 5.983 -15.201
620 2 0.202 6.4297 41.3410 -1.489 2.217 -9.574
850 3.4 0.369 6.7452 45.4977 -0.775 0.601 -5.227
970 4.8 0.536 6.8773 47.2973 -0.264 0.069 -1.816
1150 6.9 0.786 7.0475 49.6673 -0.433 0.187 -3.052
Σ 33.3143 222.424 -5.407 9.057 -34.87
Assignment
F1 100
S1 150
F2 180
F3 250
S2 300
S3 450
F4 635
F5 700