|
|
(5 intermediate revisions by one other user not shown) |
Line 1: |
Line 1: |
| {{gamma distribuiton introduction}}
| | #REDIRECT [[The_Gamma_Distribution]] |
| | |
| {{gamma probability density function}}
| |
| | |
| {{gamma reliability function}}
| |
| | |
| {{gamma mean median and mode}}
| |
| | |
| {{gamma standard deviation}}
| |
| | |
| {{gamma reliable life}}
| |
| | |
| {{gamma failure rate function}}
| |
| | |
| {{characteristics of the gamma distribution}}
| |
| | |
| {{gd confidence bounds}}
| |
| | |
| ====Bounds on Time====
| |
| The bounds around time for a given gamma percentile (unreliability) are estimated by first solving the reliability equation with respect to time, as follows:
| |
| | |
| ::<math>\widehat{T}(\widehat{\mu },\widehat{\sigma })=\widehat{\mu }+\widehat{\sigma }z</math>
| |
| | |
| :where:
| |
| | |
| ::<math>z=\ln (-\ln (R))</math>
| |
| | |
| ::<math>Var(\widehat{T})={{(\frac{\partial T}{\partial \mu })}^{2}}Var(\widehat{\mu })+2(\frac{\partial T}{\partial \mu })(\frac{\partial T}{\partial \sigma })Cov(\widehat{\mu },\widehat{\sigma })+{{(\frac{\partial T}{\partial \sigma })}^{2}}Var(\widehat{\sigma })</math>
| |
| | |
| :or:
| |
| | |
| ::<math>Var(\widehat{T})=Var(\widehat{\mu })+2\widehat{z}Cov(\widehat{\mu },\widehat{\sigma })+{{\widehat{z}}^{2}}Var(\widehat{\sigma })</math>
| |
| | |
| The upper and lower bounds are then found by:
| |
| | |
| ::<math>\begin{align}
| |
| & {{T}_{U}}= & \hat{T}+{{K}_{\alpha }}\sqrt{Var(\hat{T})}\text{ (Upper bound)} \\
| |
| & {{T}_{L}}= & \hat{T}-{{K}_{\alpha }}\sqrt{Var(\hat{T})}\text{ (Lower bound)}
| |
| \end{align}</math>
| |
| | |
| {{gamma distribution example}}
| |