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*If <math>T>{{\chi }^{2}}(1-\alpha ;n-1),</math> the <math>n</math> shape parameter estimates differ statistically significantly at the 100 <math>\alpha %</math> level. | *If <math>T>{{\chi }^{2}}(1-\alpha ;n-1),</math> the <math>n</math> shape parameter estimates differ statistically significantly at the 100 <math>\alpha %</math> level. | ||
<math>{{\chi }^{2}}(1-\alpha ;n-1)</math> is the 100(1- <math>\alpha )</math> percentile of the chi-square distribution with <math>n-1</math> degrees of freedom. | <math>{{\chi }^{2}}(1-\alpha ;n-1)</math> is the 100(1- <math>\alpha )</math> percentile of the chi-square distribution with <math>n-1</math> degrees of freedom. |
Revision as of 06:42, 9 August 2012
Common Shape Parameter Likelihood Ratio Test
In order to assess the assumption of a common shape parameter among the data obtained at various stress levels, the likelihood ratio (LR) test can be utilized [28]. This test applies to any distribution with a shape parameter. In the case of ALTA, it applies to the Weibull and lognormal distributions. When Weibull is used as the underlying life distribution, the shape parameter,
Once the LR statistic has been calculated, then:
- If
the shape parameter estimates do not differ statistically significantly at the 100 level.
- If
the shape parameter estimates differ statistically significantly at the 100 level.
Example
Consider the following times-to-failure data at three different stress levels.
Stress | 406 K | 416 K | 426 K |
---|---|---|---|
Time Failed (hrs) | 248 | 164 | 92 |
456 | 176 | 105 | |
528 | 289 | 155 | |
731 | 319 | 184 | |
813 | 340 | 219 | |
543 | 235 |
The data set was analyzed using an Arrhenius-Weibull model. The analysis yields:
The assumption of a common
In the above figure it can be seen that the plotted data from the different stress levels seem to be fairly parallel. A better assessment can be made with the LR test, which can be performed using the Likelihood Ratio Test tool in ALTA. For example, in the following figure, the
The individual likelihood values for each of the test stresses can be found in the Results tab of the Likelihood Ratio Test window.
The LR test statistic,
Tests of Comparison
It is often desirable to be able to compare two sets of accelerated life data in order to determine which of the data sets has a more favorable life distribution. The units from which the data are obtained could either be from two alternate designs, alternate manufacturers or alternate lots or assembly lines. Many methods are available in statistical literature for doing this when the units come from a complete sample, (i.e., a sample with no censoring). This process becomes a little more difficult when dealing with data sets that have censoring, or when trying to compare two data sets that have different distributions. In general, the problem boils down to that of being able to determine any statistically significant difference between the two samples of potentially censored data from two possibly different populations. This section discusses some of the methods that are applicable to censored data, and are available in ALTA.
Simple Plotting
One popular graphical method for making this determination involves plotting the data at a given stress level with confidence bounds and seeing whether the bounds overlap or separate at the point of interest. This can be effective for comparisons at a given point in time or a given reliability level, but it is difficult to assess the overall behavior of the two distributions, as the confidence bounds may overlap at some points and be far apart at others. This can be easily done using the multiple plot feature in ALTA.
Estimating Using the Comparison Wizard
Another methodology, suggested by Gerald G. Brown and Herbert C. Rutemiller, is to estimate the probability of whether the times-to-failure of one population are better or worse than the times-to-failure of the second. The equation used to estimate this probability is given by:
where
If given two alternate designs with life test data, where X and Y represent the life test data from two different populations, and if we simply wanted to choose the component at time
The statement "the probability that X is greater than or equal to Y" can be interpreted as follows:
- If
, then the statement is equivalent to saying that both X and Y are equal.
- If
or, for example, , then the statement is equivalent to saying that , or Y is better than X with a 90% probability.
ALTA's Comparison Wizard allows you to perform such calculations. The comparison is performed at the given use stress levels of each data set, using the equation:
The disadvantage of this method is that the sample sizes are not taken into account, thus one should avoid using this method of comparison when the sample sizes are different.
Degradation Analysis
Given that products are frequently being designed with higher reliabilities and developed in shorter amounts of time, even accelerated life testing is often not sufficient to yield reliability results in the desired timeframe. In some cases, it is possible to infer the reliability behavior of unfailed test samples with only the accumulated test time information and assumptions about the distribution. However, this generally leads to a great deal of uncertainty in the results. Another option in this situation is the use of degradation analysis. Degradation analysis involves the measurement and extrapolation of degradation or performance data that can be directly related to the presumed failure of the product in question. Many failure mechanisms can be directly linked to the degradation of part of the product, and degradation analysis allows the user to extrapolate to an assumed failure time based on the measurements of degradation or performance over time. To reduce testing time even further, tests can be performed at elevated stresses and the degradation at these elevated stresses can be measured resulting in a type of analysis known as accelerated degradation. In some cases, it is possible to directly measure the degradation over time, as with the wear of brake pads or with the propagation of crack size. In other cases, direct measurement of degradation might not be possible without invasive or destructive measurement techniques that would directly affect the subsequent performance of the product. In such cases, the degradation of the product can be estimated through the measurement of certain performance characteristics, such as using resistance to gauge the degradation of a dielectric material. In either case, however, it is necessary to be able to define a level of degradation or performance at which a failure is said to have occurred. With this failure level of performance defined, it is a relatively simple matter to use basic mathematical models to extrapolate the performance measurements over time to the point where the failure is said to occur. This is done at different stress levels, and therefore each time-to-failure is also associated with a corresponding stress level. Once the times-to-failure at the corresponding stress levels have been determined, it is merely a matter of analyzing the extrapolated failure times in the same manner as you would conventional accelerated time-to-failure data.
Once the level of failure (or the degradation level that would constitute a failure) is defined, the degradation for multiple units over time needs to be measured (with different groups of units being at different stress levels). As with conventional accelerated data, the amount of certainty in the results is directly related to the number of units being tested, the number of units at each stress level, as well as in the amount of overstressing with respect to the normal operating conditions. The performance or degradation of these units needs to be measured over time, either continuously or at predetermined intervals. Once this information has been recorded, the next task is to extrapolate the performance measurements to the defined failure level in order to estimate the failure time. ALTA allows the user to perform such analysis using a linear, exponential, power, logarithmic, Gompertz or Lloyd-Lipow model to perform this extrapolation. These models have the following forms:
where
One may also define a censoring time past which no failure times are extrapolated. In practice, there is usually a rather narrow band in which this censoring time has any practical meaning. With a relatively low censoring time, no failure times will be extrapolated, which defeats the purpose of degradation analysis. A relatively high censoring time would occur after all of the theoretical failure times, thus being rendered meaningless. Nevertheless, certain situations may arise in which it is beneficial to be able to censor the accelerated degradation data.
Common Shape Parameter Likelihood Ratio Test
In order to assess the assumption of a common shape parameter among the data obtained at various stress levels, the likelihood ratio (LR) test can be utilized [28]. This test applies to any distribution with a shape parameter. In the case of ALTA, it applies to the Weibull and lognormal distributions. When Weibull is used as the underlying life distribution, the shape parameter,
Once the LR statistic has been calculated, then:
- If
the shape parameter estimates do not differ statistically significantly at the 100 level.
- If
the shape parameter estimates differ statistically significantly at the 100 level.
Example
Consider the following times-to-failure data at three different stress levels.
Stress | 406 K | 416 K | 426 K |
---|---|---|---|
Time Failed (hrs) | 248 | 164 | 92 |
456 | 176 | 105 | |
528 | 289 | 155 | |
731 | 319 | 184 | |
813 | 340 | 219 | |
543 | 235 |
The data set was analyzed using an Arrhenius-Weibull model. The analysis yields:
The assumption of a common
In the above figure it can be seen that the plotted data from the different stress levels seem to be fairly parallel. A better assessment can be made with the LR test, which can be performed using the Likelihood Ratio Test tool in ALTA. For example, in the following figure, the
The individual likelihood values for each of the test stresses can be found in the Results tab of the Likelihood Ratio Test window.
The LR test statistic,
Tests of Comparison
It is often desirable to be able to compare two sets of accelerated life data in order to determine which of the data sets has a more favorable life distribution. The units from which the data are obtained could either be from two alternate designs, alternate manufacturers or alternate lots or assembly lines. Many methods are available in statistical literature for doing this when the units come from a complete sample, (i.e., a sample with no censoring). This process becomes a little more difficult when dealing with data sets that have censoring, or when trying to compare two data sets that have different distributions. In general, the problem boils down to that of being able to determine any statistically significant difference between the two samples of potentially censored data from two possibly different populations. This section discusses some of the methods that are applicable to censored data, and are available in ALTA.
Simple Plotting
One popular graphical method for making this determination involves plotting the data at a given stress level with confidence bounds and seeing whether the bounds overlap or separate at the point of interest. This can be effective for comparisons at a given point in time or a given reliability level, but it is difficult to assess the overall behavior of the two distributions, as the confidence bounds may overlap at some points and be far apart at others. This can be easily done using the multiple plot feature in ALTA.
Estimating Using the Comparison Wizard
Another methodology, suggested by Gerald G. Brown and Herbert C. Rutemiller, is to estimate the probability of whether the times-to-failure of one population are better or worse than the times-to-failure of the second. The equation used to estimate this probability is given by:
where
If given two alternate designs with life test data, where X and Y represent the life test data from two different populations, and if we simply wanted to choose the component at time
The statement "the probability that X is greater than or equal to Y" can be interpreted as follows:
- If
, then the statement is equivalent to saying that both X and Y are equal.
- If
or, for example, , then the statement is equivalent to saying that , or Y is better than X with a 90% probability.
ALTA's Comparison Wizard allows you to perform such calculations. The comparison is performed at the given use stress levels of each data set, using the equation:
The disadvantage of this method is that the sample sizes are not taken into account, thus one should avoid using this method of comparison when the sample sizes are different.
Degradation Analysis
Given that products are frequently being designed with higher reliabilities and developed in shorter amounts of time, even accelerated life testing is often not sufficient to yield reliability results in the desired timeframe. In some cases, it is possible to infer the reliability behavior of unfailed test samples with only the accumulated test time information and assumptions about the distribution. However, this generally leads to a great deal of uncertainty in the results. Another option in this situation is the use of degradation analysis. Degradation analysis involves the measurement and extrapolation of degradation or performance data that can be directly related to the presumed failure of the product in question. Many failure mechanisms can be directly linked to the degradation of part of the product, and degradation analysis allows the user to extrapolate to an assumed failure time based on the measurements of degradation or performance over time. To reduce testing time even further, tests can be performed at elevated stresses and the degradation at these elevated stresses can be measured resulting in a type of analysis known as accelerated degradation. In some cases, it is possible to directly measure the degradation over time, as with the wear of brake pads or with the propagation of crack size. In other cases, direct measurement of degradation might not be possible without invasive or destructive measurement techniques that would directly affect the subsequent performance of the product. In such cases, the degradation of the product can be estimated through the measurement of certain performance characteristics, such as using resistance to gauge the degradation of a dielectric material. In either case, however, it is necessary to be able to define a level of degradation or performance at which a failure is said to have occurred. With this failure level of performance defined, it is a relatively simple matter to use basic mathematical models to extrapolate the performance measurements over time to the point where the failure is said to occur. This is done at different stress levels, and therefore each time-to-failure is also associated with a corresponding stress level. Once the times-to-failure at the corresponding stress levels have been determined, it is merely a matter of analyzing the extrapolated failure times in the same manner as you would conventional accelerated time-to-failure data.
Once the level of failure (or the degradation level that would constitute a failure) is defined, the degradation for multiple units over time needs to be measured (with different groups of units being at different stress levels). As with conventional accelerated data, the amount of certainty in the results is directly related to the number of units being tested, the number of units at each stress level, as well as in the amount of overstressing with respect to the normal operating conditions. The performance or degradation of these units needs to be measured over time, either continuously or at predetermined intervals. Once this information has been recorded, the next task is to extrapolate the performance measurements to the defined failure level in order to estimate the failure time. ALTA allows the user to perform such analysis using a linear, exponential, power, logarithmic, Gompertz or Lloyd-Lipow model to perform this extrapolation. These models have the following forms:
where
One may also define a censoring time past which no failure times are extrapolated. In practice, there is usually a rather narrow band in which this censoring time has any practical meaning. With a relatively low censoring time, no failure times will be extrapolated, which defeats the purpose of degradation analysis. A relatively high censoring time would occur after all of the theoretical failure times, thus being rendered meaningless. Nevertheless, certain situations may arise in which it is beneficial to be able to censor the accelerated degradation data.
Template loop detected: Template:ALTA Degradation Example
Accelerated Life Test Plans
Poor accelerated test plans waste time, effort and money and may not even yield the desired information. Before starting an accelerated test (which is sometimes an expensive and difficult endeavor), it is advisable to have a plan that helps in accurately estimating reliability at operating conditions while minimizing test time and costs. A test plan should be used to decide on the appropriate stress levels that should be used (for each stress type) and the amount of the test units that need to be allocated to the different stress levels (for each combination of the different stress types' levels). This section presents some common test plans for one-stress and two-stress accelerated tests.
General Assumptions
Most accelerated life testing plans use the following model and testing assumptions that correspond to many practical quantitative accelerated life testing problems.
1. The log-time-to-failure for each unit follows a location-scale distribution such that:
where
2. Failure times for all test units, at all stress levels, are statistically independent.
3. The location parameter
4. The scale parameter,
5. Two of the most common models used in quantitative accelerated life testing are the linear Weibull and lognormal models. The Weibull model is given by:
where
That is, log life
Planning Criteria and Problem Formulation
Without loss of generality, a stress can be standardized as follows:
where:
is the use stress or design stress at which product life is of primary interest.
is the highest test stress level.
The values of
Typically, there will be a limit on the highest level of stress for testing because the distribution and life-stress relationship assumptions hold only for a limited range of the stress. The highest test level of stress,
Therefore,
A common purpose of an accelerated life test experiment is to estimate a particular percentile (unreliability value of
Minimize:
Subject to:
where:
An optimum accelerated test plan requires algorithms to minimize
Planning tests may involve compromise between efficiency and extrapolation. More failures correspond to better estimation efficiency, requiring higher stress levels but more extrapolation to the use condition. Choosing the best plan to consider must take into account the trade-offs between efficiency and extrapolation. Test plans with more stress levels are more robust than plans with fewer stress levels because they rely less on the validity of the life-stress relationship assumption. However, test plans with fewer stress levels can be more convenient.
Test Plans for a Single Stress Type
This section presents a discussion of some of the most popular test plans used when only one stress factor is applied in the test. In order to design a test, the following information needs to be determined beforehand:
1. The design stress,
2. The test duration (or censoring time),
3. The probability of failure at
Two Level Statistically Optimum Plan
The Two Level Statistically Optimum Plan is the most important plan, as almost all other plans are derived from it. For this plan, the highest stress,
Three Level Best Standard Plan
In this plan, three stress levels are used. Let us use
An equal number of units is tested at each level,
Three Level Best Compromise Plan
In this plan, three stress levels are used
Three Level Best Equal Expected Number Failing Plan
In this plan, three stress levels are used
where
Three Level 4:2:1 Allocation Plan
In this plan, three stress levels are used
One Stress Test Plan Example
A reliability engineer is planning an accelerated test for a mechanical component. Torque is the only factor in the test. The purpose of the experiment is to estimate the
The Two Level Statistically Optimum Plan is shown next.
The Two Level Statistically Optimum Plan is to test 28.24 units at 95.39Nm and 11.76 units at 120Nm. The variance of the test at
Test Plans for Two Stress Types
This section presents a discussion of some of the most popular test plans used when two stress factors are applied in the test and interactions are assumed not to exists between the factors. The location parameter
In order to design a test, the following information needs to be determined beforehand:
1. The stress limits (the design stress,
2. The test time (or censoring time),
3. The probability of failure at
For two-stress test planning, two methods are available: the Three Level Optimum Plan and the Five Level Best Compromise Plan.
Three Level Optimum Plan
The Three Level Optimum Plan is obtained by first finding a one-stress degenerate Two Level Statistically Optimum Plan and splitting this degenerate plan into an appropriate two-stress plan. In a degenerate test plan, the test is conducted at any two (or more) stress level combinations on a line with slope
Degenerate plans help reducing the two-stress problem into a one-stress problem. Although these degenerate plans do not allow the estimation of all the model parameters and would be an unlikely choice in practice, they are used as a starting point for developing more reasonable optimum and compromise test plans. After finding the one stress degenerate Two Level Statistically Optimum Plan using the methodology explained in 13.4.3.1, the plan is split into an appropriate Three Level Optimum Plan.
The next figure illustrates the concept of the Three Level Optimum Plan for a two-stress test.
Five Level Best Compromise Plan
The Five Level Best Compromise Plan is obtained by first finding a degenerate one-stress Three Level Best Compromise Plan, using the methodology explained in the Three Level Best Compromise Plan (with
In the next figure,
Two Stresses Test Plan Example
A reliability group in a semiconductor company is planing an accelerated test for an electronic device. 100 test units will be employed for the test. Temperature and voltage have been determined to be the main factors affecting the reliability of the device. The purpose of the experiment is to estimate the
The three level optimum plan is shown next. It requires that 19.4 units be tested at 360K and 10V, 32.68 units be tested at 357.09K and 4V and 47.91 units be tested at 300K and 7.2V.
Test Plan Evaluation
In addition to assessing
This ratio is analogous to the ratio that can be calculated if a test is conducted and life data are obtained and used to calculate the ratio of the confidence bounds based on the results.
Let us use the example that was presented earlier for illustration. For example, if a 90% confidence is desired and 40 units are to be used in the test, then the bounds ratio is calculated as 2.946345, as shown next.
If this calculated bounds ratio is unsatisfactory, the analyst can calculate the required number of units that would meet a certain bounds ratio criterion. For example, if a bounds ratio of 2 is desired, the required sample size is calculated as 97.210033, as shown next.
If the sample size is kept at 40 units and a bounds ratio of 2 is desired, the equivalent confidence level we have in the test drops to 70.8629%, as shown next.
Accelerated Life Test Plans
Poor accelerated test plans waste time, effort and money and may not even yield the desired information. Before starting an accelerated test (which is sometimes an expensive and difficult endeavor), it is advisable to have a plan that helps in accurately estimating reliability at operating conditions while minimizing test time and costs. A test plan should be used to decide on the appropriate stress levels that should be used (for each stress type) and the amount of the test units that need to be allocated to the different stress levels (for each combination of the different stress types' levels). This section presents some common test plans for one-stress and two-stress accelerated tests.
General Assumptions
Most accelerated life testing plans use the following model and testing assumptions that correspond to many practical quantitative accelerated life testing problems.
1. The log-time-to-failure for each unit follows a location-scale distribution such that:
where
2. Failure times for all test units, at all stress levels, are statistically independent.
3. The location parameter
4. The scale parameter,
5. Two of the most common models used in quantitative accelerated life testing are the linear Weibull and lognormal models. The Weibull model is given by:
where
That is, log life
Planning Criteria and Problem Formulation
Without loss of generality, a stress can be standardized as follows:
where:
is the use stress or design stress at which product life is of primary interest.
is the highest test stress level.
The values of
Typically, there will be a limit on the highest level of stress for testing because the distribution and life-stress relationship assumptions hold only for a limited range of the stress. The highest test level of stress,
Therefore,
A common purpose of an accelerated life test experiment is to estimate a particular percentile (unreliability value of
Minimize:
Subject to:
where:
An optimum accelerated test plan requires algorithms to minimize
Planning tests may involve compromise between efficiency and extrapolation. More failures correspond to better estimation efficiency, requiring higher stress levels but more extrapolation to the use condition. Choosing the best plan to consider must take into account the trade-offs between efficiency and extrapolation. Test plans with more stress levels are more robust than plans with fewer stress levels because they rely less on the validity of the life-stress relationship assumption. However, test plans with fewer stress levels can be more convenient.
Test Plans for a Single Stress Type
This section presents a discussion of some of the most popular test plans used when only one stress factor is applied in the test. In order to design a test, the following information needs to be determined beforehand:
1. The design stress,
2. The test duration (or censoring time),
3. The probability of failure at
Two Level Statistically Optimum Plan
The Two Level Statistically Optimum Plan is the most important plan, as almost all other plans are derived from it. For this plan, the highest stress,
Three Level Best Standard Plan
In this plan, three stress levels are used. Let us use
An equal number of units is tested at each level,
Three Level Best Compromise Plan
In this plan, three stress levels are used
Three Level Best Equal Expected Number Failing Plan
In this plan, three stress levels are used
where
Three Level 4:2:1 Allocation Plan
In this plan, three stress levels are used
One Stress Test Plan Example
A reliability engineer is planning an accelerated test for a mechanical component. Torque is the only factor in the test. The purpose of the experiment is to estimate the
The Two Level Statistically Optimum Plan is shown next.
The Two Level Statistically Optimum Plan is to test 28.24 units at 95.39Nm and 11.76 units at 120Nm. The variance of the test at
Test Plans for Two Stress Types
This section presents a discussion of some of the most popular test plans used when two stress factors are applied in the test and interactions are assumed not to exists between the factors. The location parameter
In order to design a test, the following information needs to be determined beforehand:
1. The stress limits (the design stress,
2. The test time (or censoring time),
3. The probability of failure at
For two-stress test planning, two methods are available: the Three Level Optimum Plan and the Five Level Best Compromise Plan.
Three Level Optimum Plan
The Three Level Optimum Plan is obtained by first finding a one-stress degenerate Two Level Statistically Optimum Plan and splitting this degenerate plan into an appropriate two-stress plan. In a degenerate test plan, the test is conducted at any two (or more) stress level combinations on a line with slope
Degenerate plans help reducing the two-stress problem into a one-stress problem. Although these degenerate plans do not allow the estimation of all the model parameters and would be an unlikely choice in practice, they are used as a starting point for developing more reasonable optimum and compromise test plans. After finding the one stress degenerate Two Level Statistically Optimum Plan using the methodology explained in 13.4.3.1, the plan is split into an appropriate Three Level Optimum Plan.
The next figure illustrates the concept of the Three Level Optimum Plan for a two-stress test.
Five Level Best Compromise Plan
The Five Level Best Compromise Plan is obtained by first finding a degenerate one-stress Three Level Best Compromise Plan, using the methodology explained in the Three Level Best Compromise Plan (with
In the next figure,
Two Stresses Test Plan Example
A reliability group in a semiconductor company is planing an accelerated test for an electronic device. 100 test units will be employed for the test. Temperature and voltage have been determined to be the main factors affecting the reliability of the device. The purpose of the experiment is to estimate the
The three level optimum plan is shown next. It requires that 19.4 units be tested at 360K and 10V, 32.68 units be tested at 357.09K and 4V and 47.91 units be tested at 300K and 7.2V.
Test Plan Evaluation
In addition to assessing
This ratio is analogous to the ratio that can be calculated if a test is conducted and life data are obtained and used to calculate the ratio of the confidence bounds based on the results.
Let us use the example that was presented earlier for illustration. For example, if a 90% confidence is desired and 40 units are to be used in the test, then the bounds ratio is calculated as 2.946345, as shown next.
If this calculated bounds ratio is unsatisfactory, the analyst can calculate the required number of units that would meet a certain bounds ratio criterion. For example, if a bounds ratio of 2 is desired, the required sample size is calculated as 97.210033, as shown next.
If the sample size is kept at 40 units and a bounds ratio of 2 is desired, the equivalent confidence level we have in the test drops to 70.8629%, as shown next.