Appendix C: Benchmark Examples: Difference between revisions
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In this section, five published examples are presented for comparison purposes. ReliaSoft's R&D validated the ALTA software with hundreds of data sets and methods. ALTA also cross-validates each provided solution by independently re-evaluating the second partial derivatives based on the estimated parameters each time a calculation is performed. These partials will be equal to zero when a solution is reached. Double precision is used throughout ALTA. | =Reference Appendix C: Benchmark Examples= | ||
<br> | |||
In this section, five published examples are presented for comparison purposes. ReliaSoft's R&D validated the ALTA software with hundreds of data sets and methods. ALTA also cross-validates each provided solution by independently re-evaluating the second partial derivatives based on the estimated parameters each time a calculation is performed. These partials will be equal to zero when a solution is reached. Double precision is used throughout ALTA. | |||
<br> | |||
=Example 1= | |||
<br> | |||
From Wayne Nelson [28, p. 135]. | |||
<br> | |||
==Published Results for Example 1== | |||
<br> | |||
• Published Results: | |||
= | <math>\begin{matrix} | ||
{{\widehat{\sigma }}_{{{T}'}}}=0.59673 \\ | |||
\widehat{B}=9920.195 \\ | |||
\widehat{C}=9.69517\cdot {{10}^{-7}} \\ | |||
\end{matrix}</math> | |||
<br> | |||
• | |||
<br> | |||
==Computed Results for Example 1== | |||
<br> | |||
This same data set can be entered into ALTA by selecting the data sheet for grouped times-to-failure data with suspensions and using the Arrhenius model, the lognormal distribution, and MLE. | |||
• ALTA computed parameters for maximum likelihood are: | |||
<math>\begin{matrix} | |||
{{\widehat{\sigma }}_{{{T}'}}}=0.59678 \\ | |||
\widehat{B}=9924.804 \\ | |||
\widehat{C}=9.58978\cdot {{10}^{-7}} \\ | |||
\end{matrix}</math> | |||
<br> | |||
=Example 2= | |||
<br> | |||
From Wayne Nelson [28, p. 453], time to breakdown of a transformer oil, tested at 26kV, 28kV, 30kV, 32kV, 34kV, 36kV and 38kV. | |||
<br> | |||
<br> | |||
==Published Results for Example 2== | |||
<br> | |||
• Published Results: | |||
<math>\begin{matrix} | |||
\widehat{\beta }=0.777 \\ | |||
\widehat{K}=6.8742\cdot {{10}^{-29}} \\ | |||
\widehat{n}=17.72958 \\ | |||
\end{matrix}</math> | |||
• Published 95% confidence limits on <math>\beta </math> : | |||
<br> | |||
<math>\begin{matrix} | |||
\left\{ 0.653,0.923 \right\} \\ | |||
\end{matrix}</math> | |||
<br> | |||
==Computed Results for Example 2== | |||
<br> | |||
Use the inverse power law model and Weibull as the underlying life distribution. | |||
<br> | |||
• ALTA computed parameters are: | |||
<br> | |||
<math>\begin{matrix} | |||
\widehat{\beta }=0.7765, \\ | |||
\widehat{K}=6.8741\cdot {{10}^{-29}} \\ | |||
\widehat{n}=17.7296 \\ | |||
\end{matrix}</math> | |||
• ALTA computed 95% confidence limits on the parameters: | |||
<math>\left\{ 0.6535,0.9228 \right\}\text{ for }\widehat{\beta }</math> | |||
<br> | |||
<br> | |||
=Example 3= | |||
<br> | |||
From Wayne Nelson [28, p. 157], forty bearings were tested to failure at four different test loads. The data were analyzed using the inverse power law Weibull model. | |||
<br> | |||
<br> | |||
==Published Results for Example 3== | |||
<br> | |||
Nelson's [28, p. 306] IPL-Weibull parameter estimates: | |||
<math>\begin{matrix} | |||
\widehat{\beta }=1.243396 \\ | |||
\widehat{K}=0.4350735 \\ | |||
\widehat{n}=13.8528 \\ | |||
\end{matrix}</math> | |||
<br> | |||
• The 95% 2-sided confidence bounds on the parameters: | |||
• | |||
• Percentile estimates at a stress of 0.87, with 95% 2-sided confidence bounds: | |||
Percentile Life Estimate 95% Lower 95% Upper | |||
1% 0.3913096 0.1251383 1.223632 | |||
10% 2.589731 1.230454 5.450596 | |||
90% 30.94404 19.41020 49.33149 | |||
99% 54.03563 33.02691 88.40821 | |||
==Computed Results for Example 3== | |||
<br> | |||
Use the inverse power law model and Weibull as the underlying life distribution. | |||
• ALTA computed parameters are: | |||
<br> | |||
<math>\begin{matrix} | |||
\widehat{\beta }=1.243375 \\ | |||
\widehat{K}=0.4350548 \\ | |||
\widehat{n}=13.8529 \\ | |||
\end{matrix}</math> | |||
• The 95% 2-sided confidence bounds on the parameters: | |||
• Percentile estimates at a stress of 0.87, with 95% 2-sided confidence bounds: | |||
Percentile Life Estimate 95% Lower 95% Upper | |||
1% 0.3913095 0.1251097 1.223911 | |||
10% 2.589814 1.230384 5.451588 | |||
90% 30.94632 19.40876 49.34240 | |||
99% 54.04012 33.02411 88.43039 | |||
<br> | |||
=Example 4= | |||
<br> | |||
From Meeker and Escobar [26, p. 504], Mylar-Polyurethane Insulating Structure data using the inverse power law lognormal model. | |||
<br> | |||
<br> | |||
==Published Results for Example 4== | |||
<br> | |||
• Published Results: | |||
<math>\begin{matrix} | |||
{{\widehat{\sigma }}_{{{T}'}}}=1.05, \\ | |||
\widehat{K}=1.14\cdot {{10}^{-12}}, \\ | |||
\widehat{n}=4.28. \\ | |||
\end{matrix}</math> | |||
• The 95% 2-sided confidence bounds on the parameters: | |||
Computed Results for Example 4 | |||
Use the inverse power law lognormal. | |||
• ALTA computed parameters are: | |||
<math>\begin{matrix} | |||
{{\widehat{\sigma }}_{{{T}'}}}=1.04979 \\ | |||
\widehat{K}=1.15\cdot {{10}^{-12}} \\ | |||
\widehat{n}=4.289 \\ | |||
\end{matrix}</math> | |||
• ALTA computed 95% confidence limits on the parameters: | |||
<br> | |||
=Example 5= | |||
From Meeker and Escobar [26, p. 515], Tantalum Capacitor data using the combination (Temperature-NonThermal) Weibull model. | |||
<br> | |||
<br> | |||
==Published Results for Example 5== | |||
<br> | |||
• Published Results: | |||
<math>\begin{matrix} | |||
\widehat{\beta }=0.4292 \\ | |||
\widehat{B}=3829.468 \\ | |||
\widehat{C}=4.513\cdot {{10}^{36}} \\ | |||
\widehat{n}=20.1 \\ | |||
\end{matrix}</math> | |||
• The 95% 2-sided confidence bounds on the parameters: | |||
<br> | |||
==Computed Results for Example 5== | |||
<br> | |||
Use the Temperature-NonThermal model and Weibull as the underlying life distribution. | |||
<br> | |||
• ALTA computed parameters are: | |||
<math>\begin{matrix} | |||
\widehat{\beta }=0.4287 \\ | |||
\widehat{B}=3780.298 \\ | |||
\widehat{C}=4.772\cdot {{10}^{36}} \\ | |||
\widehat{n}=20.09 \\ | |||
\end{matrix}</math> | |||
• ALTA computed 95% confidence limits on the parameters: |
Revision as of 23:25, 5 July 2011
Reference Appendix C: Benchmark Examples
In this section, five published examples are presented for comparison purposes. ReliaSoft's R&D validated the ALTA software with hundreds of data sets and methods. ALTA also cross-validates each provided solution by independently re-evaluating the second partial derivatives based on the estimated parameters each time a calculation is performed. These partials will be equal to zero when a solution is reached. Double precision is used throughout ALTA.
Example 1
From Wayne Nelson [28, p. 135].
Published Results for Example 1
• Published Results:
[math]\displaystyle{ \begin{matrix}
{{\widehat{\sigma }}_{{{T}'}}}=0.59673 \\
\widehat{B}=9920.195 \\
\widehat{C}=9.69517\cdot {{10}^{-7}} \\
\end{matrix} }[/math]
•
Computed Results for Example 1
This same data set can be entered into ALTA by selecting the data sheet for grouped times-to-failure data with suspensions and using the Arrhenius model, the lognormal distribution, and MLE.
• ALTA computed parameters for maximum likelihood are:
[math]\displaystyle{ \begin{matrix}
{{\widehat{\sigma }}_{{{T}'}}}=0.59678 \\
\widehat{B}=9924.804 \\
\widehat{C}=9.58978\cdot {{10}^{-7}} \\
\end{matrix} }[/math]
Example 2
From Wayne Nelson [28, p. 453], time to breakdown of a transformer oil, tested at 26kV, 28kV, 30kV, 32kV, 34kV, 36kV and 38kV.
Published Results for Example 2
• Published Results:
[math]\displaystyle{ \begin{matrix}
\widehat{\beta }=0.777 \\
\widehat{K}=6.8742\cdot {{10}^{-29}} \\
\widehat{n}=17.72958 \\
\end{matrix} }[/math]
• Published 95% confidence limits on [math]\displaystyle{ \beta }[/math] :
[math]\displaystyle{ \begin{matrix}
\left\{ 0.653,0.923 \right\} \\
\end{matrix} }[/math]
Computed Results for Example 2
Use the inverse power law model and Weibull as the underlying life distribution.
• ALTA computed parameters are:
[math]\displaystyle{ \begin{matrix}
\widehat{\beta }=0.7765, \\
\widehat{K}=6.8741\cdot {{10}^{-29}} \\
\widehat{n}=17.7296 \\
\end{matrix} }[/math]
• ALTA computed 95% confidence limits on the parameters:
[math]\displaystyle{ \left\{ 0.6535,0.9228 \right\}\text{ for }\widehat{\beta } }[/math]
Example 3
From Wayne Nelson [28, p. 157], forty bearings were tested to failure at four different test loads. The data were analyzed using the inverse power law Weibull model.
Published Results for Example 3
Nelson's [28, p. 306] IPL-Weibull parameter estimates:
[math]\displaystyle{ \begin{matrix} \widehat{\beta }=1.243396 \\ \widehat{K}=0.4350735 \\ \widehat{n}=13.8528 \\ \end{matrix} }[/math]
• The 95% 2-sided confidence bounds on the parameters:
•
• Percentile estimates at a stress of 0.87, with 95% 2-sided confidence bounds:
Percentile Life Estimate 95% Lower 95% Upper 1% 0.3913096 0.1251383 1.223632 10% 2.589731 1.230454 5.450596 90% 30.94404 19.41020 49.33149 99% 54.03563 33.02691 88.40821
Computed Results for Example 3
Use the inverse power law model and Weibull as the underlying life distribution.
• ALTA computed parameters are:
[math]\displaystyle{ \begin{matrix}
\widehat{\beta }=1.243375 \\
\widehat{K}=0.4350548 \\
\widehat{n}=13.8529 \\
\end{matrix} }[/math]
• The 95% 2-sided confidence bounds on the parameters:
• Percentile estimates at a stress of 0.87, with 95% 2-sided confidence bounds:
Percentile Life Estimate 95% Lower 95% Upper 1% 0.3913095 0.1251097 1.223911 10% 2.589814 1.230384 5.451588 90% 30.94632 19.40876 49.34240 99% 54.04012 33.02411 88.43039
Example 4
From Meeker and Escobar [26, p. 504], Mylar-Polyurethane Insulating Structure data using the inverse power law lognormal model.
Published Results for Example 4
• Published Results:
[math]\displaystyle{ \begin{matrix}
{{\widehat{\sigma }}_{{{T}'}}}=1.05, \\
\widehat{K}=1.14\cdot {{10}^{-12}}, \\
\widehat{n}=4.28. \\
\end{matrix} }[/math]
• The 95% 2-sided confidence bounds on the parameters:
Computed Results for Example 4
Use the inverse power law lognormal. • ALTA computed parameters are:
[math]\displaystyle{ \begin{matrix}
{{\widehat{\sigma }}_{{{T}'}}}=1.04979 \\
\widehat{K}=1.15\cdot {{10}^{-12}} \\
\widehat{n}=4.289 \\
\end{matrix} }[/math]
• ALTA computed 95% confidence limits on the parameters:
Example 5
From Meeker and Escobar [26, p. 515], Tantalum Capacitor data using the combination (Temperature-NonThermal) Weibull model.
Published Results for Example 5
• Published Results:
[math]\displaystyle{ \begin{matrix}
\widehat{\beta }=0.4292 \\
\widehat{B}=3829.468 \\
\widehat{C}=4.513\cdot {{10}^{36}} \\
\widehat{n}=20.1 \\
\end{matrix} }[/math]
• The 95% 2-sided confidence bounds on the parameters:
Computed Results for Example 5
Use the Temperature-NonThermal model and Weibull as the underlying life distribution.
• ALTA computed parameters are:
[math]\displaystyle{ \begin{matrix}
\widehat{\beta }=0.4287 \\
\widehat{B}=3780.298 \\
\widehat{C}=4.772\cdot {{10}^{36}} \\
\widehat{n}=20.09 \\
\end{matrix} }[/math]
• ALTA computed 95% confidence limits on the parameters: