Template:Acb-w on time: Difference between revisions

From ReliaWiki
Jump to navigation Jump to search
(Created page with '===Confidence Bounds on Time=== <br> The bounds around time, for a given lognormal percentile (unreliability), are estimated by first solving the reliability equation with respec…')
 
 
(5 intermediate revisions by 2 users not shown)
Line 1: Line 1:
===Confidence Bounds on Time===
#REDIRECT [[Arrhenius_Relationship#Approximate_Confidence_Bounds_for_the_Arrhenius-Lognormal]]
<br>
The bounds around time, for a given lognormal percentile (unreliability), are estimated by first solving the reliability equation with respect to time, as follows:
 
<br>
::<math>{T}'(V;\widehat{B},\widehat{C},{{\widehat{\sigma }}_{{{T}'}}})=\ln (\widehat{C})+\frac{\widehat{B}}{V}+z\cdot {{\widehat{\sigma }}_{{{T}'}}}</math>
 
<br>
where:
 
<br>
::<math>\begin{align}
  & {T}'(V;\widehat{B},\widehat{C},{{\widehat{\sigma }}_{{{T}'}}})= & \ln (T) \\
& z= & {{\Phi }^{-1}}\left[ F({T}') \right]
\end{align}</math>
 
<br>
and:
 
<br>
::<math>\Phi (z)=\frac{1}{\sqrt{2\pi }}\mathop{}_{-\infty }^{z({T}')}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz</math>
 
<br>
The next step is to calculate the variance of  <math>{T}'(V;\widehat{B},\widehat{C},{{\widehat{\sigma }}_{{{T}'}}}):</math>
 
<br>
::<math>\begin{align}
  & Var({T}')= & {{\left( \frac{\partial {T}'}{\partial B} \right)}^{2}}Var(\widehat{B})+{{\left( \frac{\partial {T}'}{\partial C} \right)}^{2}}Var(\widehat{C})+{{\left( \frac{\partial {T}'}{\partial {{\sigma }_{{{T}'}}}} \right)}^{2}}Var({{\widehat{\sigma }}_{{{T}'}}}) \\
&  & +2\left( \frac{\partial {T}'}{\partial B} \right)\left( \frac{\partial {T}'}{\partial C} \right)Cov\left( \widehat{B},\widehat{C} \right) \\
&  & +2\left( \frac{\partial {T}'}{\partial B} \right)\left( \frac{\partial {T}'}{\partial {{\sigma }_{{{T}'}}}} \right)Cov\left( \widehat{B},{{\widehat{\sigma }}_{{{T}'}}} \right) \\
&  & +2\left( \frac{\partial {T}'}{\partial C} \right)\left( \frac{\partial {T}'}{\partial {{\sigma }_{{{T}'}}}} \right)Cov\left( \widehat{C},{{\widehat{\sigma }}_{{{T}'}}} \right) 
\end{align}</math>
 
<br>
or:
 
<br>
::<math>\begin{align}
  & Var({T}')= & \frac{1}{{{V}^{2}}}Var(\widehat{B})+\frac{1}{{{C}^{2}}}Var(\widehat{C})+{{\widehat{z}}^{2}}Var({{\widehat{\sigma }}_{{{T}'}}}) \\
&  & +\frac{2}{B\cdot C}Cov\left( \widehat{B},\widehat{C} \right) \\
&  & +\frac{2\widehat{z}}{V}Cov\left( \widehat{B},{{\widehat{\sigma }}_{{{T}'}}} \right) \\
&  & +\frac{2\widehat{z}}{C}Cov\left( \widehat{C},{{\widehat{\sigma }}_{{{T}'}}} \right) 
\end{align}</math>
 
 
<br>
The upper and lower bounds are then found by:
 
 
<br>
::<math>\begin{align}
  & T_{U}^{\prime }= & \ln {{T}_{U}}={T}'+{{K}_{\alpha }}\sqrt{Var({T}')} \\
& T_{L}^{\prime }= & \ln {{T}_{L}}={T}'-{{K}_{\alpha }}\sqrt{Var({T}')} 
\end{align}</math>
 
<br>
Solving for  <math>{{T}_{U}}</math>  and  <math>{{T}_{L}}</math>  yields:
 
<br>
::<math>\begin{align}
  & {{T}_{U}}= & {{e}^{T_{U}^{\prime }}}\text{ (Upper bound)} \\
& {{T}_{L}}= & {{e}^{T_{L}^{\prime }}}\text{ (Lower bound)} 
\end{align}</math>
 
 
 
 
 
{{RS Copyright}}

Latest revision as of 06:08, 16 August 2012

Redirect to:

Retrieved from "https://www.reliawiki.com/index.php?title=Template:Acb-w_on_time&oldid=32294"