Template:TNT weibull: Difference between revisions
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::<math>f(t,U,V)=\frac{\beta {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C}{{\left( \frac{t\cdot {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta -1}}{{e}^{-{{\left( \tfrac{t\cdot {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}}}</math> | ::<math>f(t,U,V)=\frac{\beta {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C}{{\left( \frac{t\cdot {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta -1}}{{e}^{-{{\left( \tfrac{t\cdot {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}}}</math> | ||
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===T-NT Weibull Statistical Properties Summary=== | ===T-NT Weibull Statistical Properties Summary=== | ||
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Revision as of 01:12, 17 February 2012
T-NT Weibull
By setting [math]\displaystyle{ \eta =L(U,V) }[/math], the T-NT Weibull model is given by:
- [math]\displaystyle{ f(t,U,V)=\frac{\beta {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C}{{\left( \frac{t\cdot {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta -1}}{{e}^{-{{\left( \tfrac{t\cdot {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}}} }[/math]
T-NT Weibull Statistical Properties Summary
Mean or MTTF
The mean, [math]\displaystyle{ \overline{T} }[/math] , for the T-NT Weibull model is given by:
- [math]\displaystyle{ \overline{T}=\frac{C}{{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}\cdot \Gamma \left( \frac{1}{\beta }+1 \right) }[/math]
where [math]\displaystyle{ \Gamma \left( \tfrac{1}{\beta }+1 \right) }[/math] is the gamma function evaluated at the value of [math]\displaystyle{ \left( \tfrac{1}{\beta }+1 \right) }[/math] .
Median
The median, [math]\displaystyle{ \breve{T}, }[/math]
for the T-NT Weibull model is given by:
- [math]\displaystyle{ \breve{T}=\frac{C}{{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{{\left( \ln 2 \right)}^{\tfrac{1}{\beta }}} }[/math]
Mode
The mode, [math]\displaystyle{ \tilde{T}, }[/math] for the T-NT Weibull model is given by:
- [math]\displaystyle{ \tilde{T}=\frac{C}{{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{{\left( 1-\frac{1}{\beta } \right)}^{\tfrac{1}{\beta }}} }[/math]
Standard Deviation
The standard deviation, [math]\displaystyle{ {{\sigma }_{T}}, }[/math] for the T-NT Weibull model is given by:
- [math]\displaystyle{ {{\sigma }_{T}}=\frac{C}{{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}\cdot \sqrt{\Gamma \left( \frac{2}{\beta }+1 \right)-{{\left( \Gamma \left( \frac{1}{\beta }+1 \right) \right)}^{2}}} }[/math]
T-NT Weibull Reliability Function
The T-NT Weibull reliability function is given by:
- [math]\displaystyle{ R(T,U,V)={{e}^{-{{\left( \tfrac{T{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}}} }[/math]
Conditional Reliability Function
The T-NT Weibull conditional reliability function at a specified stress level is given by:
- [math]\displaystyle{ R(T,t,U,V)=\frac{R(T+t,U,V)}{R(T,U,V)}=\frac{{{e}^{-{{\left( \tfrac{\left( T+t \right){{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}}}}{{{e}^{-{{\left( \tfrac{T{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}}}} }[/math]
- or:
- [math]\displaystyle{ R(T,t,U,V)={{e}^{-\left[ {{\left( \tfrac{\left( T+t \right){{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }}-{{\left( \tfrac{T{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta }} \right]}} }[/math]
Reliable Life
For the T-NT Weibull model, the reliable life, [math]\displaystyle{ {{T}_{R}} }[/math] , of a unit for a specified reliability and starting the mission at age zero is given by:
- [math]\displaystyle{ {{T}_{R}}=\frac{C}{{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{{\left\{ -\ln \left[ R\left( {{T}_{R}},U,V \right) \right] \right\}}^{\tfrac{1}{\beta }}} }[/math]
T-NT Weibull Failure Rate Function
The T-NT Weibull failure rate function, [math]\displaystyle{ \lambda (T) }[/math] , is given by:
- [math]\displaystyle{ \lambda \left( T,U,V \right)=\frac{f\left( T,U,V \right)}{R\left( T,U,V \right)}=\frac{\beta {{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C}{{\left( \frac{T{{U}^{n}}{{e}^{-\tfrac{B}{V}}}}{C} \right)}^{\beta -1}} }[/math]
Parameter Estimation
Maximum Likelihood Estimation Method
Substituting the T-NT relationship into the Weibull log-likelihood function yields:
- [math]\displaystyle{ \begin{align} & \ln (L)= & \Lambda =\underset{i=1}{\overset{{{F}_{e}}}{\mathop \sum }}\,{{N}_{i}}\ln \left[ \frac{\beta U_{i}^{n}{{e}^{-\tfrac{B}{{{V}_{i}}}}}}{C}{{\left( \frac{U_{i}^{n}{{e}^{-\tfrac{B}{{{V}_{i}}}}}}{C}{{T}_{i}} \right)}^{\beta -1}}{{e}^{-{{\left( \tfrac{U_{i}^{n}{{e}^{-\tfrac{B}{{{V}_{i}}}}}}{C}{{T}_{i}} \right)}^{\beta }}}} \right] \\ & & -\underset{i=1}{\overset{S}{\mathop \sum }}\,N_{i}^{\prime }{{\left( \frac{U_{i}^{n}{{e}^{-\tfrac{B}{{{V}_{i}}}}}}{C}T_{i}^{\prime } \right)}^{\beta }}+\overset{FI}{\mathop{\underset{i=1}{\mathop{\underset{}{\overset{}{\mathop \sum }}\,}}\,}}\,N_{i}^{\prime \prime }\ln [R_{Li}^{\prime \prime }-R_{Ri}^{\prime \prime }] \end{align} }[/math]
- where:
- [math]\displaystyle{ R_{Li}^{\prime \prime }={{e}^{-{{\left( \tfrac{T_{Li}^{\prime \prime }}{C}U_{i}^{\prime \prime n}{{e}^{-\tfrac{B}{{{V}_{i}}}}} \right)}^{\beta }}}} }[/math]
- [math]\displaystyle{ R_{Ri}^{\prime \prime }={{e}^{-{{\left( \tfrac{T_{Ri}^{\prime \prime }}{C}U_{i}^{\prime \prime n}{{e}^{-\tfrac{B}{{{V}_{i}}}}} \right)}^{\beta }}}} }[/math]
- and:
• [math]\displaystyle{ {{F}_{e}} }[/math] is the number of groups of exact times-to-failure data points.
• [math]\displaystyle{ {{N}_{i}} }[/math] is the number of times-to-failure data points in the [math]\displaystyle{ {{i}^{th}} }[/math] time-to-failure data group.
• [math]\displaystyle{ \beta }[/math] is the Weibull shape parameter (unknown, the first of four parameters to be estimated).
• [math]\displaystyle{ B }[/math] is the first T-NT parameter (unknown, the second of four parameters to be estimated).
• [math]\displaystyle{ C }[/math] is the second T-NT parameter (unknown, the third of four parameters to be estimated).
• [math]\displaystyle{ n }[/math] is the third T-NT parameter (unknown, the fourth of four parameters to be estimated).
• [math]\displaystyle{ {{V}_{i}} }[/math] is the temperature level of the [math]\displaystyle{ {{i}^{th}} }[/math] group.
• [math]\displaystyle{ {{U}_{i}} }[/math] is the non-thermal stress level of the [math]\displaystyle{ {{i}^{th}} }[/math] group.
• [math]\displaystyle{ {{T}_{i}} }[/math] is the exact failure time of the [math]\displaystyle{ {{i}^{th}} }[/math] group.
• [math]\displaystyle{ S }[/math] is the number of groups of suspension data points.
• [math]\displaystyle{ N_{i}^{\prime } }[/math] is the number of suspensions in the [math]\displaystyle{ {{i}^{th}} }[/math] group of suspension data points.
• [math]\displaystyle{ T_{i}^{\prime } }[/math] is the running time of the [math]\displaystyle{ {{i}^{th}} }[/math] suspension data group.
•
• [math]\displaystyle{ FI }[/math] is the number of interval data groups.
• [math]\displaystyle{ N_{i}^{\prime \prime } }[/math] is the number of intervals in the [math]\displaystyle{ {{i}^{th}}
\lt br\gt
• }[/math] group of data intervals.
• [math]\displaystyle{ T_{Li}^{\prime \prime } }[/math] is the beginning of the [math]\displaystyle{ {{i}^{th}} }[/math] interval.
• [math]\displaystyle{ T_{Ri}^{\prime \prime } }[/math] is the ending of the [math]\displaystyle{ {{i}^{th}} }[/math] interval.
The solution (parameter estimates) will be found by solving for the parameters [math]\displaystyle{ B, }[/math] [math]\displaystyle{ C, }[/math] [math]\displaystyle{ n }[/math] and [math]\displaystyle{ \beta }[/math] so that [math]\displaystyle{ \tfrac{\partial \Lambda }{\partial B}=0, }[/math] [math]\displaystyle{ \tfrac{\partial \Lambda }{\partial C}=0, }[/math] [math]\displaystyle{ \tfrac{\partial \Lambda }{\partial n}=0 }[/math] and [math]\displaystyle{ \tfrac{\partial \Lambda }{\partial \beta }=0 }[/math] .