Eyring Relationship

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Chapter 5: Eyring Relationship


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Chapter 5  
Eyring Relationship  

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Eyring Relationship


Introduction


The Eyring relationship was formulated from quantum mechanics principles [9] and is most often used when thermal stress (temperature) is the acceleration variable. However, the Eyring relationship is also often used for stress variables other than temperature, such as humidity. The relationship is given by:

L(V)=1Ve(ABV)



where:


L represents a quantifiable life measure, such as mean life, characteristic life, median life, B(x) life, etc.

V represents the stress level (temperature values in absolute units, i.e. degrees Kelvin or degrees Rankine ).

A is one of the model parameters to be determined.

B is another model parameter to be determined.


Graphical look at the Eyring relationship (linear scale), at different life characteristics and with a Weibull life distribution.



The Eyring relationship is similar to the Arrhenius relationship. This similarity is more apparent if Eqn. (eyring) is rewritten in the following way:


L(V)=1Ve(ABV)=eAVeBV


or:


L(V)=1VConst.eBV


The Arrhenius relationship is given by:


L(V)=CeBV


Comparing Eqn. (eyr-arr) to the Arrhenius relationship, it can be seen that the only difference between the two relationships is the 1V term in Eqn. (eyr-arr). In general, both relationships yield very similar results. Like the Arrhenius, the Eyring relationship is plotted on a log-reciprocal paper.

Eyring relationship plotted on Arrhenius paper.


Acceleration Factor


For the Eyring model the acceleration factor is given by:


AF=LUSELAccelerated=1Vu e(ABVu)1VA e(ABVA)= eBVu eBVA=VAVueB(1Vu1VA)


Eyring-Exponential


The pdf of the 1-parameter exponential distribution is given by:


f(t)=λeλt


It can be easily shown that the mean life for the 1-parameter exponential distribution (presented in detail in Chapter 5) is given by:


λ=1m


thus:


f(t)=1metm


The Eyring-exponential model pdf can then be obtained by setting m=L(V) in Eqn. (eyring):


m=L(V)=1Ve(ABV)


and substituting for m in Eqn. (pdfexpm2):


f(t,V)=Ve(ABV)eVe(ABV)t


Eyring-Exponential Statistical Properties Summary

Mean or MTTF


The mean, T, or Mean Time To Failure (MTTF) for the Eyring-exponential is given by:


T=0tf(t,V)dt=0tVe(ABV)etVe(ABV)dt=1Ve(ABV)

Median


The median, T˘, for the Eyring-exponential model is given by:


T˘=0.6931Ve(ABV)


Mode


The mode, T~, for the Eyring-exponential model is T~=0.

Standard Deviation


The standard deviation, σT, for the Eyring-exponential model is given by:

σT=1Ve(ABV)


Eyring-Exponential Reliability Function


The Eyring-exponential reliability function is given by:


R(T,V)=eTVe(ABV)


This function is the complement of the Eyring-exponential cumulative distribution function or:


R(T,V)=1Q(T,V)=10Tf(T,V)dT


and:


R(T,V)=10TVe(ABV)eTVe(ABV)dT=eTVe(ABV)

Conditional Reliability


The conditional reliability function for the Eyring-exponential model is given by:

R(T,t,V)=R(T+t,V)R(T,V)=eλ(T+t)eλT=etVe(ABV)


Reliable Life


For the Eyring-exponential model, the reliable life, or the mission duration for a desired reliability goal, tR, is given by:

R(tR,V)=etRVe(ABV)


ln[R(tR,V)]=tRVe(ABV)


or:


tR=1Ve(ABV)ln[R(tR,V)]

Parameter Estimation


Maximum Likelihood Estimation Method


The complete exponential log-likelihood function of the Eyring model is composed of two summation portions:


ln(L)=Λ=Fei=1Niln[Vie(ABVi)eVie(ABVi)Ti]Si=1NiVie(ABVi)Ti+i=1FINiln[RLiRRi]


where:


RLi=eTLiVieABVi


RRi=eTRiVieABVi


and:


Fe is the number of groups of exact times-to-failure data points.
Ni is the number of times-to-failure in the ith time-to-failure data group.
Vi is the stress level of the ith group.
A is the Eyring parameter (unknown, the first of two parameters to be estimated).
B is the second Eyring parameter (unknown, the second of two parameters to be estimated).
Ti is the exact failure time of the ith group.
S is the number of groups of suspension data points.
Ni is the number of suspensions in the ith group of suspension data points.
Ti is the running time of the ith suspension data group.
FI is the number of interval data groups.
Ni is the number of intervals in the i th group of data intervals.
TLi is the beginning of the i th interval.
TRi is the ending of the i th interval.
The solution (parameter estimates) will be found by solving for the parameters A^ and B^ so that ΛA=0 and ΛB=0 where:



ΛA=Fei=1Ni(1Vie(ABVi)Ti)Si=1NiVie(ABVi)Tii=1FINi(TLiRLiTRiRRi)VieABViRLiRRi


ΛB=Fei=1Ni[e(ABVi)Ti1Vi]+Si=1Nie(ABVi)Ti+i=1FINi(TLiRLiTRiRRi)eABViRLiRRi


Eyring-Weibull


The pdf for 2-parameter Weibull distribution is given by:


f(t)=βη(tη)β1e(tη)β


The scale parameter (or characteristic life) of the Weibull distribution is η . The Eyring-Weibull model pdf can then be obtained by setting η=L(V) in Eqn. (eyring):


η=L(V)=1Ve(ABV)


or:


1η=Ve(ABV)


Substituting for η into Eqn. (Eyrpdf):


f(t,V)=βVe(ABV)(tVe(ABV))β1e(tVe(ABV))β

Eyring-Weibull Statistical Properties Summary

Mean or MTTF

The mean, T, or Mean Time To Failure (MTTF) for the Eyring-Weibull model is given by:


T=1Ve(ABV)Γ(1β+1)

where Γ(1β+1) is the gamma function evaluated at the value of (1β+1) .


Median


The median, T˘ for the Eyring-Weibull model is given by:


T˘=1Ve(ABV)(ln2)1β

Mode


The mode, T~, for the Eyring-Weibull model is given by:


T~=1Ve(ABV)(11β)1β


Standard Deviation


The standard deviation, σT, for the Eyring-Weibull model is given by:


σT=1Ve(ABV)Γ(2β+1)(Γ(1β+1))2


Eyring-Weibull Reliability Function


The Eyring-Weibull reliability function is given by:


R(T,V)=e(VTe(ABV))β


Conditional Reliability Function


The Eyring-Weibull conditional reliability function at a specified stress level is given by:

R(T,t,V)=R(T+t,V)R(T,V)=e((T+t)Ve(ABV))βe(VTe(ABV))β


or:


R(T,t,V)=e[((T+t)Ve(ABV))β(VTe(ABV))β]


Reliable Life


For the Eyring-Weibull model, the reliable life, tR , of a unit for a specified reliability and starting the mission at age zero is given by:


tR=1Ve(ABV){ln[R(TR,V)]}1β


Eyring-Weibull Failure Rate Function


The Eyring-Weibull failure rate function, λ(T) , is given by:

λ(T,V)=f(T,V)R(T,V)=β(TVe(ABV))β1


Parameter Estimation


Maximum Likelihood Estimation Method


The Eyring-Weibull log-likelihood function is composed of two summation portions:


ln(L)=Λ=Fei=1Niln[βVieABVi(TiVieABVi)β1e(TiVieABVi)β]Si=1Ni(VieABViTi)β+i=1FINiln[RLiRRi]


where:



RLi=e(TLiVieABVi)β



RRi=e(TRiVieABVi)β


and:


Fe is the number of groups of exact times-to-failure data points.
Ni is the number of times-to-failure data points in the ith time-to-failure data group.
β is the Weibull shape parameter (unknown, the first of three parameters to be estimated).
A is the Eyring parameter (unknown, the second of three parameters to be estimated).
B is the second Eyring parameter (unknown, the third of three parameters to be estimated).
Vi is the stress level of the ith group.
Ti is the exact failure time of the ith group.
S is the number of groups of suspension data points.
Ni is the number of suspensions in the ith group of suspension data points.
Ti is the running time of the ith suspension data group.
FI is the number of interval data groups.
Ni is the number of intervals in the i th group of data intervals.
TLi is the beginning of the i th interval.
TRi is the ending of the i th interval.


The solution (parameter estimates) will be found by solving for the parameters β, A and B so that Λβ=0, ΛA=0 and ΛB=0

where:



ΛA=βFei=1NiβFei=1Ni(TiVieABVi)ββSi=1Ni(TiVieABVi)βi=1FINiβViβeAβBβVi[(TLi)βRLi(TRi)βRRi]RLiRRi



ΛB=βFei=1Ni1Vi+βFei=1Ni1Vi(TiVieABVi)β+βSi=1Ni1Vi(TiVieABVi)β+i=1FINiβVi(β1)eAβBβVi[(TLi)βRLi(TRi)βRRi]RLiRRi


Λβ=1βi=1FeNi1Vi+i=1FeNiln(TiVieABVi)
i=1FeNi(TiVieABVi)βln(TiV)ieABVi)
Missing open brace for superscript
Missing open brace for superscript

Example


Consider the following times-to-failure data at three different stress levels.



Pdf of the lognormal distribution with different log-std values.



The data set was analyzed jointly and with a complete MLE solution over the entire data set using ReliaSoft's ALTA yielding:


β^=4.29186497



B^=1454.08635742


Once the parameters of the model are defined, other life measures can be directly obtained using the appropriate equations. For example, the MTTF can be obtained for the use stress level of 323K using:


T=1Ve(ABV)Γ(1β+1)


or:


T=1323e(11.087846241454.08635742323)Γ(14.29186497+1)=16,610 hr


Eyring-Lognormal


The pdf of the lognormal distribution is given by:


f(T)=1T σT2πe12(TTσT)2


where:


T=ln(T)


T=times-to-failure


and:


T= mean of the natural logarithms of the times-to-failure.

σT= standard deviation of the natural logarithms of the times-to-failure.


The Eyring-lognormal model can be obtained first by setting T˘=L(V) in Eqn. (eyring). Therefore:


T˘=L(V)=1Ve(ABV)


or:



eT=1Ve(ABV)


Thus:



T=ln(V)A+BV



Substituting Eqn. (eyr-logn-mean) into Eqn. (Eyr-logn-pdf) yields the Eyring-lognormal model pdf

or:
f(T,V)=1T σT2πe12(T+ln(V)+ABVσT)2


Eyring-Lognormal Statistical Properties Summary

The Mean


• The mean life of the Eyring-lognormal model (mean of the times-to-failure), T¯ , is given by:

T¯=eT¯+12σT2=eln(V)A+BV+12σT2



The mean of the natural logarithms of the times-to-failure, T¯ , in terms of T¯ and σT is given by:


T¯=ln(T¯)12ln(σT2T¯2+1)


The Median


The median of the Eyring-lognormal model is given by:


T˘=eT


The Standard Deviation


• The standard deviation of the Eyring-lognormal model (standard deviation of the times-to-failure), σT , is given by:


σT=(e2T¯+σT2)(eσT21)=(e2(ln(V)A+BV)+σT2)(eσT21)


• The standard deviation of the natural logarithms of the times-to-failure, σT , in terms of T¯ and σT is given by:


σT=ln(σT2T¯2+1)

The Mode


• The mode of the Eyring-lognormal model is given by:


T~=eTσT2=eln(V)A+BVσT2

Eyring-Lognormal Reliability Function


The reliability for a mission of time T , starting at age 0, for the Eyring-lognormal model is determined by:


R(T,V)=Tf(t,V)dt


or:


R(T,V)=T1σT2πe12(t+ln(V)+ABVσT)2dt


There is no closed form solution for the lognormal reliability function. Solutions can be obtained via the use of standard normal tables. Since the application automatically solves for the reliability we will not discuss manual solution methods.

Reliable Life


For the Eyring-lognormal model, the reliable life, or the mission duration for a desired reliability goal, tR, is estimated by first solving the reliability equation with respect to time, as follows:


TR=ln(V)A+BV+zσT


where:


z=Φ1[F(TR,V)]


and:


Φ(z)=12πz(T,V)et22dt



Since T=ln(T) the reliable life, tR, is given by:


tR=eTR

Eyring-Lognormal Failure Rate


The Eyring-lognormal failure rate is given by:

λ(T,V)=f(T,V)R(T,V)=1T σT2πe12(T+ln(V)+ABVσT)2T1σT2πe12(T+ln(V)+ABVσT)2dt

Parameter Estimation

Maximum Likelihood Estimation Method


The complete Eyring-lognormal log-likelihood function is composed of two summation portions:


ln(L)=Λ=Fei=1Niln[1σTTiϕ(ln(Ti)+ln(Vi)+ABViσT)] +Si=1Niln[1Φ(ln(Ti)+ln(Vi)+ABViσT)]+i=1FINiln[Φ(zRi)Φ(zLi)]


where:


zLi=lnTLi+lnVi+ABViσT


zRi=lnTRi+lnVi+ABViσT


and:
Fe is the number of groups of exact times-to-failure data points.
Ni is the number of times-to-failure data points in the ith time-to-failure data group.
σT is the standard deviation of the natural logarithm of the times-to-failure (unknown, the first of three parameters to be estimated).
A is the Eyring parameter (unknown, the second of three parameters to be estimated).
C is the second Eyring parameter (unknown, the third of three parameters to be estimated).
Vi is the stress level of the ith group.
Ti is the exact failure time of the ith group.
S is the number of groups of suspension data points.
Ni is the number of suspensions in the ith group of suspension data points.
Ti is the running time of the ith suspension data group.
FI is the number of interval data groups.
Ni is the number of intervals in the i th group of data intervals.
TLi is the beginning of the i th interval.
TRi is the ending of the i th interval. The solution (parameter estimates) will be found by solving for σ^T, A^, B^ so that ΛσT=0, ΛA=0 and ΛB=0 :


ΛA=1σT2Fei=1Ni(ln(Ti)+ln(Vi)+ABVi)1σTSi=1Niϕ(ln(Ti)+ln(Vi)+ABViσT)1Φ(ln(Ti)+ln(Vi)+ABViσT)+i=1FINiφ(zRi)φ(zLi)σT(Φ(zRi)Φ(zLi))



ΛB=1σT2Fei=1Ni1Vi(ln(Ti)+ln(Vi)+ABVi)+1σTSi=1Ni1Viϕ(ln(Ti)+ln(Vi)+ABViσT)1Φ(ln(Ti)+ln(Vi)+ABViσT)i=1FINiφ(zRi)φ(zLi)σTVi(Φ(zRi)Φ(zLi))ΛσT=Fei=1Ni((ln(Ti)+ln(Vi)+ABVi)2σT31σT)+1σTSi=1Ni(ln(Ti)+ln(Vi)+ABViσT)ϕ(ln(Ti)+ln(Vi)+ABViσT)1Φ(ln(Ti)+ln(Vi)+ABViσT)i=1FINizRiφ(zRi)zLiφ(zLi)σT(Φ(zRi)Φ(zLi))


and:


ϕ(x)=12πe12(x)2


Φ(x)=12πxet22dt

Generalized Eyring Relationship

Introduction


The generalized Eyring relationship is used when temperature and a second non-thermal stress (e.g. voltage) are the accelerated stresses of a test and their interaction is also of interest. This relationship is given by:


L(V,U)=1VeA+BV+CU+DUV


where:


• is the temperature (in absolute units ).

U is the non-thermal stress (i.e. voltage, vibration, etc.). A,B,C,D are the parameters to be determined.



The Eyring relationship is a simple case of the generalized Eyring relationship where C=D=0 and AEyr=AGEyr. Note that the generalized Eyring relationship includes the interaction term of U and V as described by the DUV term. In other words, this model can estimate the effect of changing one of the factors depending on the level of the other factor.

Acceleration Factor


Most models in actual use do not include any interaction terms, therefore, the acceleration factor can be computed by multiplying the acceleration factors obtained by changing each factor while keeping the other factors constant. In the case of the generalized Eyring relationship, the acceleration factor is derived differently.


The acceleration factor for the generalized Eyring relationship is given by:


AF=LUSELAccelerated=1VUeA+BVU+CUU+DUUVU1TAeA+BVA+CUA+DUAVA=1VUeA+BVU+CUU+DUUVU1VAeA+BVA+CUA+DUAVA


where:
LUSE is the life at use stress level.

LAccelerated is the life at the accelerated stress level.

Vu is the use temperature level.

VA is the accelerated temperature level.

UA is the accelerated non-thermal level.

Uu is the use non-thermal level.

Generalized Eyring-Exponential


By setting m=L(V,U) as given in Eqn. (Gen-Eyr), the exponential pdf becomes:


f(t,V,U)=(VeABVCUDUV)etVeABVCUDUV

Generalized Eyring-Exponential Reliability Function

The generalized Eyring exponential model reliability function is given by:


R(T,U,V)=etVeABVCUDUV

Parameter Estimation


Substituting the generalized Eyring relationship into the exponential log-likelihood equation yields:


ln(L)=Λ=i=1FeNiln(VieABViCUiDUiVi)i=1FeNi(TiVieABViCUiDUiVi)i=1SNi(TiVieABViCUiDUiVi)+i=1FINiln[RLiRRi]


where:


RLi(TLi)=eTLiVieABViCUiDUiVi


RRi(TRi)=eTRiVieABViCUiDUiVi


and:
Fe is the number of groups of exact times-to-failure data points.
Ni is the number of times-to-failure data points in the ith time-to-failure data group.
A,B,C,D are parameters to be estimated.
Vi is the temperature level of the ith group.
Ui is the non-thermal stress level of the ith group.
Ti is the exact failure time of the ith group.
S is the number of groups of suspension data points.
Ni is the number of suspensions in the ith group of suspension data points.
Ti is the running time of the ith suspension data group.
FI is the number of interval data groups.
Ni is the number of intervals in the ith group of data intervals.
TLi is the beginning of the ith interval.
TRi is the ending of the ith interval.
The solution (parameter estimates) will be found by solving for the parameters A, B, C, and D so that ΛA=0, ΛB=0, ΛD=0 and ΛD=0 .

Generalized Eyring-Weibull


By setting η=L(V,U) from Eqn. (Gen-Eyr), the generalized Eyring Weibull model is given by:


f(t,V,U)=β(VeABVCUDUV)(tVeABVCUDUV)β1.e(tVeABVCUDUV)β


Generalized Eyring-Weibull Reliability Function

The generalized Eyring Weibull reliability function is given by:



R(T,V,U)=e(tVeABVCUDUV)β


Parameter Estimation

Substituting the generalized Eyring model into the Weibull log-likelihood equation yields:


ln(L)=Λ=i=1FeNiln[β(VeABVCUDUV)(tVeABVCUDUV)β1]i=1FeNi(tiVieABViCUiDUiVi)βi=1SNi(tiVieABViCUiDUiVi)β+i=1FINiln[RLiRRi]


where:

RLi(TLi)=e(TLiVieABViCUiDUiVi)β


RRi(TRi)=e(TRiVieABViCUiDUiVi)β


and:
Fe is the number of groups of exact times-to-failure data points.

Ni is the number of times-to-failure data points in the ith time-to-failure data group.

A,B,C,D are parameters to be estimated.

Vi is the temperature level of the ith group.

Ui is the non-thermal stress level of the ith group.

Ti is the exact failure time of the ith group.

S is the number of groups of suspension data points.

Ni is the number of suspensions in the ith group of suspension data points.

Ti is the running time of the ith suspension data group.

FI is the number of interval data groups.

Ni is the number of intervals in the ith group of data intervals.

TLi is the beginning of the ith interval.

TRi is the ending of the ith interval.

The solution (parameter estimates) will be found by solving for the parameters A, B, C, and D so that ΛA=0, ΛB=0, ΛD=0 and ΛD=0 .

Generalized Eyring-Lognormal


By setting σT=L(V,U) from Eqn. (Gen-Eyr), the generalized Erying lognormal model is given by:


f(t,V,U)=φ(z(t))σTt


where:


Generalized Eyring-Lognormal Reliability Function


The generalized Erying lognormal reliability function is given by:


R(T,V,U)=1Φ(z)

Parameter Estimation


Substituting the generalized Eyring model into the lognormal log-likelihood equation yields:


ln(L)=Λ=i=1FeNiln[φ(z(t))σTt]+i=1SNiln(1Φ(z(ti)))+i=1FINiln[Φ(zRi)Φ(zLi)]


where:


zRi=lntRiABViCUiDUiVi+ln(Vi)σT


zLi=lntRiABViCUiDUiVi+ln(Vi)σT


and:
Fe is the number of groups of exact times-to-failure data points.
Ni is the number of times-to-failure data points in the ith time-to-failure data group.
A,B,C,D are parameters to be estimated.
Vi is the temperature level of the ith group.
Ui is the non-thermal stress level of the ith group.
Ti is the exact failure time of the ith group.
S is the number of groups of suspension data points.
Ni is the number of suspensions in the ith group of suspension data points. • Ti is the running time of the ith suspension data group. • FI is the number of interval data groups.
Ni is the number of intervals in the ith group of data intervals. • TLi is the beginning of the ith interval. • TRi is the ending of the ith interval.

The solution (parameter estimates) will be found by solving for the parameters A, B, C, and D so that ΛA=0, ΛB=0, ΛD=0 and ΛD=0 .

Example


The following data set represents failure times (in hours) obtained from an electronics epoxy packaging accelerated life test performed to understand the synergy between temperature and humidity and estimate the B10 life at the use conditions of T=350K and H=0.3 . The data set is modeled using the lognormal distribution and the generalized Eyring model.

Chp7folio1.gif

The probability plot at the use conditions is shown next.


Chp7ULPL.gif


The B10 information is estimated to be 3004.63 hours, as shown next.

Chp7qcp.gif


Appendix 7A: Eyring Confidence Bounds


Approximate Confidence Bounds for the Eyring-Exponential


Confidence Bounds on Mean Life


The mean life for the Eyring relationship l is given by Eqn. (eyring) by setting m=L(V) . The upper (mU) and lower (mL) bounds on the mean life (ML estimate of the mean life) are estimated by:


mU=m^eKαVar(m^)m^


mL=m^eKαVar(m^)m^


where Kα is defined by:


α=12πKαet22dt=1Φ(Kα)


If δ is the confidence level, then α=1δ2 for the two-sided bounds, and α=1δ for the one-sided bounds. The variance of m^ is given by:


Var(m^)=(mA)2Var(A^)+(mB)2Var(B^)+2(mA)(mB)Cov(A^,B^)


or:


Var(m^)=1V2e2(A^B^V)[Var(A^)+1V2Var(B^)1VCov(A^,B^)]


The variances and covariance of A and B are estimated from the local Fisher matrix (evaluated at A^ , B^) as follows:


[Var(A^)Cov(A^,B^)Cov(B^,A^)Var(B^)]=[2ΛA22ΛAB2ΛBA2ΛB2]1

Confidence Bounds on Reliability

The bounds on reliability at a given time, T , are estimated by:


RU=eTmURL=eTmL


where mU and mL are estimated using Eqns. (EyrxpMeanUpper) and (EyrxpMeanLower).

Confidence Bounds on Time


The bounds on time (ML estimate of time) for a given reliability are estimated by first solving the reliability function with respect to time:


T^=m^ln(R)


The corresponding confidence bounds are estimated from:


TU=mUln(R)TL=mLln(R)


where mU and mL are estimated using Eqns. (EyrxpMeanUpper) and (EyrxpMeanLower).

Approximate Confidence Bounds for the Eyring-Weibull


Bounds on the Parameters


From the asymptotically normal property of the maximum likelihood estimators, and since β^ is a positive parameter, ln(β^) can then be treated as normally distributed. After performing this transformation, the bounds on the parameters are estimated from:


βU=β^eKαVar(β^)β^βL=β^eKαVar(β^)β^


also:


AU=A^+KαVar(A^)AL=A^KαVar(A^)


and:


BU=B^+KαVar(B^)BL=B^KαVar(B^)



The variances and covariances of β, A, and B are estimated from the Fisher matrix (evaluated at β^, A^, B^) as follows:


[Var(β^)Cov(β^,A^)Cov(β^,B^)Cov(A^,β^)Var(A^)Cov(A^,B^)Cov(B^,β^)Cov(B^,A^)Var(B^)]=[2Λβ22ΛβA2ΛβB2ΛAβ2ΛA22ΛAB2ΛBβ2ΛBA2ΛB2]1

Confidence Bounds on Reliability


The reliability function for the Eyring-Weibull model (ML estimate) is given by:


R^(T,V)=e(TVe(A^B^V))β^


or:


R^(T,V)=eeln[(TVe(A^B^V))β^]


Setting:


u^=ln[(TVe(A^B^V))β^]


or:


u^=β^[ln(T)+ln(V)+A^B^V]


The reliability function now becomes:


R^(T,V)=eeu^


The next step is to find the upper and lower bounds on u^ :


uU=u^+KαVar(u^)


uL=u^KαVar(u^)


where:


Var(u^)=(u^β)2Var(β^)+(u^A)2Var(A^)+(u^B)2Var(B^)+2(u^β)(u^A)Cov(β^,A^)+2(u^β)(u^B)Cov(β^,B^)+2(u^A)(u^B)Cov(A^,B^)


or:

Var(u^)=(u^β^)2Var(β^)+β^2Var(A^)+(β^V)2Var(B^)+2u^Cov(β^,A^)2u^VCov(β^,B^)2β^2VCov(A^,B^)


The upper and lower bounds on reliability are:


RU=ee(uL)RL=ee(uU)


where uU and uL are estimated using Eqns (EyrExpu) and (EyrExpl).

Confidence Bounds on Time


The bounds on time (ML estimate of time) for a given reliability are estimated by first solving the reliability function with respect to time:


ln(R)=(T^Ve(A^B^V))β^ln(ln(R))=β^(lnT^+lnV+A^B^V)


or:


u^=1β^ln(ln(R))lnVA^+B^V


where


The upper and lower bounds on u^ are then estimated from:


uU=u^+KαVar(u^)


uL=u^KαVar(u^)


where:


Var(u^)=(u^β)2Var(β^)+(u^A)2Var(A^)+(u^B)2Var(B^)+2(u^β)(u^A)Cov(β^,A^)+2(u^β)(u^B)Cov(β^,B^)+2(u^A)(u^B)Cov(A^,B^)


or:


Var(u^)=1β^4[ln(ln(R))]2Var(β^)+Var(A^)+1V2Var(B^)+2ln(ln(R))β^2Cov(β^,A^)2ln(ln(R))β^2VCov(β^,B^)2VCov(A^,B^)


The upper and lower bounds on time are then found by:


TU=euUTL=euL


where uU and uL are estimated using Eqns. (EyrTimeu) and (EyrTimel).

Approximate Confidence Bounds for the Eyring-Lognormal


Bounds on the Parameters


The lower and upper bounds on A and B are estimated from:


AU=A^+KαVar(A^) (Upper bound)AL=A^KαVar(A^) (Lower bound)


and:


BU=B^+KαVar(B^) (Upper bound)BL=B^KαVar(B^) (Lower bound)


Since the standard deviation, σ^T, is a positive parameter, ln(σ^T) is treated as normally distributed, and the bounds are estimated from:


σU=σ^TeKαVar(σ^T)σ^T (Upper bound)σL=σ^TeKαVar(σ^T)σ^T (Lower bound)


The variances and covariances of A, B, and σT are estimated from the local Fisher matrix (evaluated at A^, B^ , σ^T) as follows:


(Var(σ^T)Cov(A^,σ^T)Cov(B^,σ^T)Cov(σ^T,A^)Var(A^)Cov(A^,B^)Cov(σ^T,B^)Cov(B^,A^)Var(B^))=[F]1


where:


F=(2ΛσT22ΛσTA2ΛσTB2ΛAσT2ΛA22ΛAB2ΛBσT2ΛBA2ΛB2)


Bounds on Reliability


The reliability of the lognormal distribution is given by:


R(T,V;A,B,σT)=T1σ^T2πe12(t+ln(V)+A^B^Vσ^T)2dt


Let z^(t,V;A,B,σT)=t+ln(V)+A^B^Vσ^T, then dz^dt=1σ^T.
For t=T , z^=T+ln(V)+A^B^Vσ^T , and for t=, z^=. The above equation then becomes:


R(z^)=z^(T,V)12πe12z2dz


The bounds on z are estimated from:


zU=z^+KαVar(z^)zL=z^KαVar(z^)


where:


Var(z^)=(z^A)A^2Var(A^)+(z^B)B^2Var(B^)+(z^σT)σ^T2Var(σ^T)+2(z^A)A^(z^B)B^Cov(A^,B^)+2(z^A)A^(z^σT)σ^TCov(A^,σ^T)+2(z^B)B^(z^σT)σ^TCov(B^,σ^T)


or:



Var(z^)=1σ^T2[Var(A^)+1V2Var(B^)+z^2Var(σ^T)2VCov(A^,B^)2z^Cov(A^,σ^T)+2z^VCov(B^,σ^T)]


The upper and lower bounds on reliability are:


RU=zL12πe12z2dz (Upper bound)RL=zU12πe12z2dz (Lower bound)

Confidence Bounds on Time


The bounds around time for a given lognormal percentile (unreliability) are estimated by first solving the reliability equation with respect to time as follows:


T(V;A^,B^,σ^T)=ln(V)A^+B^V+zσ^T


where:


T(V;A^,B^,σ^T)=ln(T)z=Φ1[F(T)]


and:


Φ(z)=12πz(T)e12z2dz


The next step is to calculate the variance of T(V;A^,B^,σ^T):


Var(T)=(TA)2Var(A^)+(TB)2Var(B^)+(TσT)2Var(σ^T)+2(TA)(TB)Cov(A^,B^)+2(TA)(TσT)Cov(A^,σ^T)+2(TB)(TσT)Cov(B^,σ^T)


or:


Var(T)=Var(A^)+1VVar(B^)+z^2Var(σ^T)2VCov(A^,B^)2z^Cov(A^,σ^T)+2z^VCov(B^,σ^T)


The upper and lower bounds are then found by:


TU=lnTU=T+KαVar(T)TL=lnTL=TKαVar(T)


Solving for TU and TL yields:


TU=eTU (Upper bound)TL=eTL (Lower bound)