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: 


=Sections=
<math>\begin{matrix}
#[[New22 Example 1]]
  {{\widehat{\sigma }}_{{{T}'}}}=0.59673  \\
#[[New22 Example 2]]
  \widehat{B}=9920.195  \\
#[[New22 Example 3]]
  \widehat{C}=9.69517\cdot {{10}^{-7}}  \\
#[[New22 Example 4]]
\end{matrix}</math>
#[[New22 Example 5]]
<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: