Template:Acb4weib on time

Confidence Bounds on Time

The bounds on time for a given reliability are estimated by first solving the reliability function with respect to time:

[math]\displaystyle{ \begin{align} & \ln (R)= & -{{\left( \frac{\widehat{T}}{\widehat{C}\cdot {{e}^{\tfrac{\widehat{B}}{V}}}} \right)}^{\widehat{\beta }}} \\ & \ln (-\ln (R))= & \widehat{\beta }\left( \ln \widehat{T}-\ln \widehat{C}-\frac{\widehat{B}}{V} \right) \end{align} }[/math]

or:

[math]\displaystyle{ \widehat{u}=\frac{1}{\widehat{\beta }}\ln (-\ln (R))+\ln \widehat{C}+\frac{\widehat{B}}{V} }[/math]

where [math]\displaystyle{ \widehat{u}=\ln \widehat{T} }[/math] .

The upper and lower bounds on [math]\displaystyle{ u }[/math] are estimated from:

[math]\displaystyle{ {{u}_{U}}=\widehat{u}+{{K}_{\alpha }}\sqrt{Var(\widehat{u})} }[/math]

[math]\displaystyle{ {{u}_{L}}=\widehat{u}-{{K}_{\alpha }}\sqrt{Var(\widehat{u})} }[/math]

where:

[math]\displaystyle{ \begin{align} & Var(\widehat{u})= & {{\left( \frac{\partial \widehat{u}}{\partial \beta } \right)}^{2}}Var(\widehat{\beta })+{{\left( \frac{\partial \widehat{u}}{\partial B} \right)}^{2}}Var(\widehat{B})+{{\left( \frac{\partial \widehat{u}}{\partial C} \right)}^{2}}Var(\widehat{C}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial \beta } \right)\left( \frac{\partial \widehat{u}}{\partial B} \right)Cov(\widehat{\beta },\widehat{B})+2\left( \frac{\partial \widehat{u}}{\partial \beta } \right)\left( \frac{\partial \widehat{u}}{\partial C} \right)Cov(\widehat{\beta },\widehat{C}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial B} \right)\left( \frac{\partial \widehat{u}}{\partial C} \right)Cov(\widehat{B},\widehat{C}) \end{align} }[/math]

or:

[math]\displaystyle{ \begin{align} & Var(\widehat{u})= & \frac{1}{{{\widehat{\beta }}^{4}}}{{\left[ \ln (-\ln (R)) \right]}^{2}}Var(\widehat{\beta })+\frac{1}{{{V}^{2}}}Var(\widehat{B})+\frac{1}{{{\widehat{C}}^{2}}}Var(\widehat{C}) \\ & & -\frac{2\ln (-\ln (R))}{{{\widehat{\beta }}^{2}}V}Cov(\widehat{\beta },\widehat{B})-\frac{2\ln (-\ln (R))}{{{\widehat{\beta }}^{2}}\widehat{C}}Cov(\widehat{\beta },\widehat{C}) \\ & & +\frac{2}{V\widehat{C}}Cov(\widehat{B},\widehat{C}) \end{align} }[/math]

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

[math]\displaystyle{ \begin{align} & {{T}_{U}}= & {{e}^{{{u}_{U}}}} \\ & {{T}_{L}}= & {{e}^{{{u}_{L}}}} \end{align} }[/math]

where [math]\displaystyle{ {{u}_{U}} }[/math] and [math]\displaystyle{ {{u}_{L}} }[/math] are estimated using Eqns. (ArreibTupper) and (ArreibTlower).