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=Appendix 6.A: Arrhenius Confidence Bounds=
#REDIRECT [[Arrhenius_Relationship#Arrhenius_Confidence_Bounds]]
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{{appr conf bounds for arr-exp}}
 
==Approximate Confidence Bounds for the Arrhenius-Weibull:==
<br>
===Bounds on the Parameters===
<br>
From the asymptotically normal property of the maximum likelihood estimators, and since  <math>\widehat{\beta },</math>  and  <math>\widehat{C}</math>  are positive parameters,  <math>\ln (\widehat{\beta }),</math>  and  <math>\ln (\widehat{C})</math>  can then be treated as normally distributed. After performing this transformation, the bounds on the parameters can be estimated from:
 
<br>
::<math>\begin{align}
  & {{\beta }_{U}}= & \widehat{\beta }\cdot {{e}^{\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{\beta })}}{\widehat{\beta }}}} \\
& {{\beta }_{L}}= & \widehat{\beta }\cdot {{e}^{-\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{\beta })}}{\widehat{\beta }}}} 
\end{align}</math>
 
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also:
 
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::<math>\begin{align}
  & {{B}_{U}}= & \widehat{B}+{{K}_{\alpha }}\sqrt{Var(\widehat{B})} \\
& {{B}_{L}}= & \widehat{B}-{{K}_{\alpha }}\sqrt{Var(\widehat{B})} 
\end{align}</math>
 
<br>
and:
 
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::<math>\begin{align}
  & {{C}_{U}}= & \widehat{C}\cdot {{e}^{\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{C})}}{\widehat{C}}}} \\
& {{C}_{L}}= & \widehat{C}\cdot {{e}^{-\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{C})}}{\widehat{C}}}} 
\end{align}</math>
 
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The variances and covariances of  <math>\beta ,</math>  <math>B,</math>  and  <math>C</math>  are estimated from the local Fisher matrix (evaluated at  <math>\widehat{\beta },</math>  <math>\widehat{B},</math>  <math>\widehat{C})</math> , as follows:
 
<br>
::<math>\left[ \begin{matrix}
  Var(\widehat{\beta }) & Cov(\widehat{\beta },\widehat{B}) & Cov(\widehat{\beta },\widehat{C})  \\
  Cov(\widehat{B},\widehat{\beta }) & Var(\widehat{B}) & Cov(\widehat{B},\widehat{C})  \\
  Cov(\widehat{C},\widehat{\beta }) & Cov(\widehat{C},\widehat{B}) & Var(\widehat{C})  \\
\end{matrix} \right]={{\left[ \begin{matrix}
  -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{\beta }^{2}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial \beta \partial B} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial \beta \partial C}  \\
  -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial \beta } & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{B}^{2}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial C}  \\
  -\tfrac{{{\partial }^{2}}\Lambda }{\partial C\partial \beta } & -\tfrac{{{\partial }^{2}}\Lambda }{\partial C\partial B} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{C}^{2}}}  \\
\end{matrix} \right]}^{-1}}</math>
 
===Confidence Bounds on Reliability===
 
<br>
The reliability function for the Arrhenius-Weibull model (ML estimate) is given by:
 
<br>
::<math>\widehat{R}(T,V)={{e}^{-{{\left( \tfrac{T}{\widehat{C}\cdot {{e}^{\tfrac{\widehat{B}}{V}}}} \right)}^{\widehat{\beta }}}}}</math>
 
<br>
or:
 
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::<math>\widehat{R}(T)={{e}^{-{{e}^{\ln \left[ {{\left( \tfrac{T}{\widehat{C}\cdot {{e}^{\tfrac{\widehat{B}}{V}}}} \right)}^{\widehat{\beta }}} \right]}}}}</math>
 
<br>
Setting:
 
<br>
::<math>\widehat{u}=\ln \left[ {{\left( \frac{T}{\widehat{C}\cdot {{e}^{\tfrac{\widehat{B}}{V}}}} \right)}^{\widehat{\beta }}} \right]</math>
 
<br>
or:
 
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::<math>\widehat{u}=\widehat{\beta }\left[ \ln (T)-\ln (\widehat{C})-\frac{\widehat{B}}{V} \right]</math>
 
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The reliability function now becomes:
 
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::<math>\widehat{R}(T,V)={{e}^{-{{e}^{\widehat{u}}}}}</math>
 
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The next step is to find the upper and lower bounds on  <math>\widehat{u}\ \ :</math>
 
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::<math>{{u}_{U}}=\widehat{u}+{{K}_{\alpha }}\sqrt{Var(\widehat{u})}</math>
 
<br>
::<math>{{u}_{L}}=\widehat{u}-{{K}_{\alpha }}\sqrt{Var(\widehat{u})}</math>
 
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where:
 
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::<math>\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>
 
<br>
or:
 
<br>
::<math>\begin{align}
  & Var(\widehat{u})= & {{\left( \frac{\widehat{u}}{\widehat{\beta }} \right)}^{2}}Var(\widehat{\beta })+{{\left( \frac{\widehat{\beta }}{V} \right)}^{2}}Var(\widehat{B})+{{\left( \frac{\widehat{\beta }}{\widehat{C}} \right)}^{2}}Var(\widehat{C}) \\
&  & -\frac{2\widehat{u}}{V}Cov(\widehat{\beta },\widehat{B})-\frac{2\widehat{u}}{\widehat{C}}Cov(\widehat{\beta },\widehat{C})+\frac{2{{\widehat{\beta }}^{2}}}{V\widehat{C}}Cov(\widehat{B},\widehat{C}) 
\end{align}</math>
 
<br>
The upper and lower bounds on reliability are:
 
<br>
::<math>\begin{align}
  & {{R}_{U}}(T,V)= & {{e}^{-{{e}^{\left( {{u}_{L}} \right)}}}} \\
& {{R}_{L}}(T,V)= & {{e}^{-{{e}^{\left( {{u}_{U}} \right)}}}} 
\end{align}</math>
 
 
where  <math>{{u}_{U}}</math>  and  <math>{{u}_{L}}</math>  are estimated from Eqns. (ArreibRupper) and (ArreibRlower).
<br>
 
===Confidence Bounds on Time===
<br>
The bounds on time for a given reliability are estimated by first solving the reliability function with respect to time:
 
<br>
::<math>\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>
 
<br>
or:
 
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::<math>\widehat{u}=\frac{1}{\widehat{\beta }}\ln (-\ln (R))+\ln \widehat{C}+\frac{\widehat{B}}{V}</math>
<br>
 
where  <math>\widehat{u}=\ln \widehat{T}</math> .
 
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The upper and lower bounds on  <math>u</math>  are estimated from:
 
 
::<math>{{u}_{U}}=\widehat{u}+{{K}_{\alpha }}\sqrt{Var(\widehat{u})}</math>
 
<br>
::<math>{{u}_{L}}=\widehat{u}-{{K}_{\alpha }}\sqrt{Var(\widehat{u})}</math>
 
<br>
where:
 
<br>
::<math>\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>
 
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or:
 
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::<math>\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>
 
<br>
The upper and lower bounds on time can then found by:
 
<br>
::<math>\begin{align}
  & {{T}_{U}}= & {{e}^{{{u}_{U}}}} \\
& {{T}_{L}}= & {{e}^{{{u}_{L}}}} 
\end{align}</math>
 
<br>
where  <math>{{u}_{U}}</math>  and  <math>{{u}_{L}}</math>  are estimated using Eqns. (ArreibTupper) and (ArreibTlower).
 
{{appr conf bounds for arr-weibull}}

Latest revision as of 05:45, 16 August 2012

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