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The characteristics of the 2-parameter Weibull distribution can be exemplified by examining the two parameters, beta,  <math>\beta ,</math>  and eta,  <math>\eta ,</math>  and the effect they have on the  <math>pdf,</math>  reliability and failure rate functions.  
The characteristics of the 2-parameter Weibull distribution can be exemplified by examining the two parameters, beta,  <math>\beta ,</math>  and eta,  <math>\eta ,</math>  and the effect they have on the  <math>pdf,</math>  reliability and failure rate functions.  


====Looking at <math>\beta </math>====
==== Looking at <span class="texhtml">β</span> ====
Beta (<math>\beta </math>) is called the shape parameter or slope of the Weibull distribution. Changing the value of <math>\beta </math> forces a change in the shape of the <math>pdf</math> as shown in the next figure. In addition, when the <math>cdf</math> is plotted on Weibull probability paper, a change in beta is a change in the slope of the distribution on Weibull probability paper.  
 
<br>
Beta (<span class="texhtml">β</span>) is called the shape parameter or slope of the Weibull distribution. Changing the value of <span class="texhtml">β</span> forces a change in the shape of the <span class="texhtml">''p''''d''''f''</span> as shown in the next figure. In addition, when the <span class="texhtml">''c''''d''''f''</span> is plotted on Weibull probability paper, a change in beta is a change in the slope of the distribution on Weibull probability paper. <br> '''Effects of <span class="texhtml">β</span> on the ''pdf'''''  
'''Effects of <math>\beta </math> on the ''pdf'''''
 
<br>
<br> [[Image:ALTA4.3.gif|thumb|center|400px]] <br>  
[[Image:ALTA4.3.gif|thumb|center|400px|Weibull ''pdf'' with <math>0<\beta<1</math>, <math>\Beta=1 </math> and a fixed <math>\eta </math>.]]  
 
<br>
:*For <span class="texhtml">0 &lt; β &lt; 1</span> , the failure rate decreases with time and:  
<br>
::*As <math>T\to 0,</math> <math>f(T)\to \infty .</math>  
:* For <math>0<\beta <1</math> , the failure rate decreases with time and:
::*As <math>T\to \infty </math> , <math>f(T)\to 0</math> .  
::* As <math>T\to 0,</math>   <math>f(T)\to \infty .</math>  
::*<span class="texhtml">''f''(''T'')</span> decreases monotonically and is convex as <span class="texhtml">''T''</span> increases.  
::* As <math>T\to \infty </math> , <math>f(T)\to 0</math> .
::*The mode is non-existent.  
::* <math>f(T)</math> decreases monotonically and is convex as <math>T</math> increases.
:*For <span class="texhtml">β = 1,</span> it becomes the exponential distribution, as a special case, <br>
::* The mode is non-existent.
 
:* For <math>\beta =1,</math> it becomes the exponential distribution, as a special case, <br>
<br>  
<br>
 
:or:  
:or:
<br>
 
<br>  
 
::<math>f(T)=\frac{1}{\eta }{{e}^{-\tfrac{T}{\eta }}};\text{ }\eta >0,T\ge 0</math>
::<math>f(T)=\frac{1}{\eta }{{e}^{-\tfrac{T}{\eta }}};\text{ }\eta >0,T\ge 0</math>
<br>
:where  <math>\tfrac{1}{\eta }=\lambda =</math>  chance, useful life, or failure rate.
<br>
:* For  <math>\beta >1</math> ,  <math>f(T),</math>  the Weibull assumes wear-out type shapes (i.e. the failure rate increases with time) and:
::* <math>f(T)=0</math>  at  <math>T=0</math> .
::* <math>f(T)</math>  increases as  <math>T\to \tilde{T}</math>  (mode) and decreases thereafter.
::* For  <math>\beta =2</math>  it becomes the Rayleigh distribution as a special case. For  <math>\beta <2.6</math>  the Weibull  <math>pdf</math>  is positively skewed (has a right tail), for  <math>2.6<\beta <3.7</math>  its coefficient of skewness approaches zero (no tail); consequently, it may approximate the normal  <math>pdf</math> , and for  <math>\beta >3.7</math>  it is negatively skewed (left tail).
:* The parameter  <math>\beta </math>  is a pure number, i.e. it is dimensionless.


<br>
<br>  
'''Effects of  <math>\beta </math> on the Reliability Function and the ''cdf'''''
 
<br>
:where <math>\tfrac{1}{\eta }=\lambda =</math> chance, useful life, or failure rate.
[[Image:ALTA4.4.gif|thumb|center|400px|Weibull ''cdf'', or Unreliability vs. Time, on Weibull probability plotting paper with <math>0<\Beta<1</math>, <math>\Beta=1 </math> and a fixed <math>\eta </math>.]]
 
<br>
 
:*For <span class="texhtml">β &gt; 1</span> , <span class="texhtml">''f''(''T''),</span> the Weibull assumes wear-out type shapes (i.e. the failure rate increases with time) and:
::*<span class="texhtml">''f''(''T'') = 0</span> at <span class="texhtml">''T'' = 0</span> .
::*<span class="texhtml">''f''(''T'')</span> increases as <math>T\to \tilde{T}</math> (mode) and decreases thereafter.
::*For <span class="texhtml">β = 2</span> it becomes the Rayleigh distribution as a special case. For <span class="texhtml">β &lt; 2.6</span> the Weibull <span class="texhtml">''p''''d''''f''</span> is positively skewed (has a right tail), for <span class="texhtml">2.6 &lt; β &lt; 3.7</span> its coefficient of skewness approaches zero (no tail); consequently, it may approximate the normal <span class="texhtml">''p''''d''''f''</span> , and for <span class="texhtml">β &gt; 3.7</span> it is negatively skewed (left tail).
:*The parameter <span class="texhtml">β</span> is a pure number, i.e. it is dimensionless.
 
<br> '''Effects of <span class="texhtml">β</span> on the Reliability Function and the ''cdf'''''  
 
<br> [[Image:ALTA4.4.gif|thumb|center|400px]]
 
<br> [[Image:ALTA4.5.gif|thumb|center|400px]]
 
<br>
 
:*<span class="texhtml">''R''(''T'')</span> decreases sharply and monotonically for <span class="texhtml">0 &lt; β &lt; 1</span> , it is convex, and decreases less sharply for the same <span class="texhtml">β</span> .
:*For <span class="texhtml">β = 1</span> and the same <span class="texhtml">η</span> , <span class="texhtml">''R''(''T'')</span> decreases monotonically but less sharply than for <span class="texhtml">0 &lt; β &lt; 1</span> , and is convex.  
:*For <span class="texhtml">β &gt; 1</span> , <span class="texhtml">''R''(''T'')</span> decreases as <span class="texhtml">''T''</span> increases but less sharply than before, and as wear-out sets in, it decreases sharply and goes through an inflection point.
 
<br>
 
'''Effects of <span class="texhtml">β</span> on the Failure Rate Function'''
 
 
[[Image:ALTA4.6.gif|thumb|center|400px]] <br>
 
:*The Weibull failure rate for <span class="texhtml">0 &lt; β &lt; 1</span> is unbounded at <span class="texhtml">''T'' = 0</span> . The failure rate, <span class="texhtml">λ(''T''),</span> decreases thereafter monotonically and is convex, approaching the value of zero as <math>T\to \infty </math> or <math>\lambda (\infty )=0</math> . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When such behavior is encountered, one or more of the following conclusions can be drawn:
::*Burn-in testing and/or environmental stress screening are not well implemented.
::*There are problems in the production line.
::*Inadequate quality control.
::*Packaging and transit problems.
:*For <span class="texhtml">β = 1</span> , <span class="texhtml">λ(''T'')</span> yields a constant value of <math>\tfrac{1}{\eta }</math> , or:
::<math>\lambda (T)=\lambda =\frac{1}{\eta }</math>
 
This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.
 
:*For <span class="texhtml">β &gt; 1</span> , <span class="texhtml">λ(''T'')</span> increases as <span class="texhtml">''T''</span> increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For <span class="texhtml">1 &lt; β &lt; 2</span> the <span class="texhtml">λ(''T'')</span> curve is concave, consequently the failure rate increases at a decreasing rate as <span class="texhtml">''T''</span> increases.
:*For <span class="texhtml">β = 2</span> , or for the Rayleigh distribution case, the failure rate function is given by:
::<math>\lambda (T)=\frac{2}{\eta }\left( \frac{T}{\eta } \right)</math>


<br>
<br> Hence there emerges a straight line relationship between <span class="texhtml">λ(''T'')</span> and <span class="texhtml">''T''</span> , starting at a value of <span class="texhtml">λ(''T'') = 0</span> at <span class="texhtml">''T'' = 0</span> and increasing thereafter with a slope of <math>\tfrac{2}{{{\eta }^{2}}}</math> . Consequently, the failure rate increases at a constant rate as <span class="texhtml">''T''</span> increases. Furthermore, if <span class="texhtml">η = 1</span> the slope becomes equal to 2, and <span class="texhtml">λ(''T'')</span> becomes a straight line which passes through the origin with a slope of 2.  
[[Image:ALTA4.5.gif|thumb|center|400px|Weibull 1-''cdf'', or Reliability vs. Time, on linear scales with <math>0<\Beta<1</math>, <math>\Beta=1 </math> and a fixed <math>\eta </math>.]]


<br>
:*When <span class="texhtml">β &gt; 2</span> the <span class="texhtml">λ(''T'')</span> curve is convex, with its slope increasing as <span class="texhtml">''T''</span> increases. Consequently, the failure rate increases at an increasing rate as <span class="texhtml">''T''</span> increases, indicating wear-out life.
:* <math>R(T)</math>  decreases sharply and monotonically for  <math>0<\beta <1</math> , it is convex, and decreases less sharply for the same  <math>\beta </math> .
:* For  <math>\beta =1</math>  and the same  <math>\eta </math> ,  <math>R(T)</math>  decreases monotonically but less sharply than for  <math>0<\beta <1</math> , and is convex.
:* For  <math>\beta >1</math> , <math>R(T)</math> decreases as <math>T</math> increases but less sharply than before, and as wear-out sets in, it decreases sharply and goes through an inflection point.
<br>
'''Effects of  <math>\beta </math>  on the Failure Rate Function'''


[[Image:ALTA4.6.gif|thumb|center|400px|Weibull Failure Rate vs. Time with  <math>0<\Beta<1 </math>, <math>\Beta=1 </math>, <math>\Beta>1 </math>.]]
<br>
:* The Weibull failure rate for  <math>0<\beta <1</math>  is unbounded at  <math>T=0</math> . The failure rate,  <math>\lambda (T),</math>  decreases thereafter monotonically and is convex, approaching the value of zero as  <math>T\to \infty </math>  or  <math>\lambda (\infty )=0</math> . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When such behavior is encountered, one or more of the following conclusions can be drawn:
::* Burn-in testing and/or environmental stress screening are not well implemented.
::* There are problems in the production line.
::* Inadequate quality control.
::* Packaging and transit problems.
:* For  <math>\beta =1</math> ,  <math>\lambda (T)</math>  yields a constant value of <math>\tfrac{1}{\eta }</math> , or:
::<math>\lambda (T)=\lambda =\frac{1}{\eta }</math>
This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.
:* For  <math>\beta >1</math> ,  <math>\lambda (T)</math>  increases as  <math>T</math>  increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For  <math>1<\beta <2</math>  the  <math>\lambda (T)</math>  curve is concave, consequently the failure rate increases at a decreasing rate as  <math>T</math>  increases.
:* For  <math>\beta =2</math> , or for the Rayleigh distribution case, the failure rate function is given by:
::<math>\lambda (T)=\frac{2}{\eta }\left( \frac{T}{\eta } \right)</math>
<br>
hence there emerges a straight line relationship between  <math>\lambda (T)</math>  and  <math>T</math> , starting at a value of  <math>\lambda (T)=0</math>  at  <math>T=0</math> , and increasing thereafter with a slope of  <math>\tfrac{2}{{{\eta }^{2}}}</math> . Consequently, the failure rate increases at a constant rate as  <math>T</math>  increases. Furthermore, if  <math>\eta =1</math>  the slope becomes equal to 2, and  <math>\lambda (T)</math>  becomes a straight line which passes through the origin with a slope of 2.
:* When  <math>\beta >2</math>  the  <math>\lambda (T)</math>  curve is convex, with its slope increasing as  <math>T</math>  increases. Consequently, the failure rate increases at an increasing rate as  <math>T</math>  increases, indicating wear-out life.
<br>
<br>



Revision as of 23:36, 6 March 2012

Characteristics

The characteristics of the 2-parameter Weibull distribution can be exemplified by examining the two parameters, beta, [math]\displaystyle{ \beta , }[/math] and eta, [math]\displaystyle{ \eta , }[/math] and the effect they have on the [math]\displaystyle{ pdf, }[/math] reliability and failure rate functions.

Looking at β

Beta (β) is called the shape parameter or slope of the Weibull distribution. Changing the value of β forces a change in the shape of the p'd'f as shown in the next figure. In addition, when the c'd'f is plotted on Weibull probability paper, a change in beta is a change in the slope of the distribution on Weibull probability paper.
Effects of β on the pdf


ALTA4.3.gif


  • For 0 < β < 1 , the failure rate decreases with time and:
  • As [math]\displaystyle{ T\to 0, }[/math] [math]\displaystyle{ f(T)\to \infty . }[/math]
  • As [math]\displaystyle{ T\to \infty }[/math] , [math]\displaystyle{ f(T)\to 0 }[/math] .
  • f(T) decreases monotonically and is convex as T increases.
  • The mode is non-existent.
  • For β = 1, it becomes the exponential distribution, as a special case,


or:


[math]\displaystyle{ f(T)=\frac{1}{\eta }{{e}^{-\tfrac{T}{\eta }}};\text{ }\eta \gt 0,T\ge 0 }[/math]


where [math]\displaystyle{ \tfrac{1}{\eta }=\lambda = }[/math] chance, useful life, or failure rate.


  • For β > 1 , f(T), the Weibull assumes wear-out type shapes (i.e. the failure rate increases with time) and:
  • f(T) = 0 at T = 0 .
  • f(T) increases as [math]\displaystyle{ T\to \tilde{T} }[/math] (mode) and decreases thereafter.
  • For β = 2 it becomes the Rayleigh distribution as a special case. For β < 2.6 the Weibull p'd'f is positively skewed (has a right tail), for 2.6 < β < 3.7 its coefficient of skewness approaches zero (no tail); consequently, it may approximate the normal p'd'f , and for β > 3.7 it is negatively skewed (left tail).
  • The parameter β is a pure number, i.e. it is dimensionless.


Effects of β on the Reliability Function and the cdf


ALTA4.4.gif


ALTA4.5.gif


  • R(T) decreases sharply and monotonically for 0 < β < 1 , it is convex, and decreases less sharply for the same β .
  • For β = 1 and the same η , R(T) decreases monotonically but less sharply than for 0 < β < 1 , and is convex.
  • For β > 1 , R(T) decreases as T increases but less sharply than before, and as wear-out sets in, it decreases sharply and goes through an inflection point.


Effects of β on the Failure Rate Function


ALTA4.6.gif


  • The Weibull failure rate for 0 < β < 1 is unbounded at T = 0 . The failure rate, λ(T), decreases thereafter monotonically and is convex, approaching the value of zero as [math]\displaystyle{ T\to \infty }[/math] or [math]\displaystyle{ \lambda (\infty )=0 }[/math] . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When such behavior is encountered, one or more of the following conclusions can be drawn:
  • Burn-in testing and/or environmental stress screening are not well implemented.
  • There are problems in the production line.
  • Inadequate quality control.
  • Packaging and transit problems.
  • For β = 1 , λ(T) yields a constant value of [math]\displaystyle{ \tfrac{1}{\eta } }[/math] , or:
[math]\displaystyle{ \lambda (T)=\lambda =\frac{1}{\eta } }[/math]

This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.

  • For β > 1 , λ(T) increases as T increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For 1 < β < 2 the λ(T) curve is concave, consequently the failure rate increases at a decreasing rate as T increases.
  • For β = 2 , or for the Rayleigh distribution case, the failure rate function is given by:
[math]\displaystyle{ \lambda (T)=\frac{2}{\eta }\left( \frac{T}{\eta } \right) }[/math]


Hence there emerges a straight line relationship between λ(T) and T , starting at a value of λ(T) = 0 at T = 0 and increasing thereafter with a slope of [math]\displaystyle{ \tfrac{2}{{{\eta }^{2}}} }[/math] . Consequently, the failure rate increases at a constant rate as T increases. Furthermore, if η = 1 the slope becomes equal to 2, and λ(T) becomes a straight line which passes through the origin with a slope of 2.

  • When β > 2 the λ(T) curve is convex, with its slope increasing as T increases. Consequently, the failure rate increases at an increasing rate as T increases, indicating wear-out life.


Looking at [math]\displaystyle{ \eta }[/math]

Eta, [math]\displaystyle{ \eta , }[/math] is called the scale parameter of the Weibull distribution. The parameter [math]\displaystyle{ \eta }[/math] has the same units as [math]\displaystyle{ T }[/math] , such as hours, miles, cycles, actuations, etc.

ALTA4.7.gif


• A change in the scale parameter [math]\displaystyle{ \eta }[/math] has the same effect on the distribution as a change of the abscissa scale.
o If [math]\displaystyle{ \eta }[/math] is increased while [math]\displaystyle{ \beta }[/math] is kept the same, the distribution gets stretched out to the right and its height decreases, while maintaining its shape and location.
o If [math]\displaystyle{ \eta }[/math] is decreased while [math]\displaystyle{ \beta }[/math] is kept the same, the distribution gets pushed in toward the left (i.e. toward its beginning, or 0) and its height increases.