Template:Gamma distribution: Difference between revisions

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{{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}}

Latest revision as of 08:50, 3 August 2012